+199.5%
TRV vs UPST
+7.9%
+191.6%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.3% |
| 7D | -0.1% | -3.5% | +3.4% | -0.1% |
| 30D | -3.4% | -7.1% | +3.7% | -3.4% |
| 3M | +26.4% | -13.1% | +39.5% | +26.5% |
| 6M | +19.3% | -1.1% | +20.4% | +19.2% |
| YTD | +28.3% | -35.9% | +64.2% | +28.8% |
| 1Y | +34.3% | -57.4% | +91.7% | +35.3% |
| 3Y | +140.1% | -14.9% | +155.0% | +138.3% |
| 5Y | +155.7% | -88.7% | +244.4% | +151.9% |
| All | +199.5% | +7.9% | +191.6% | +199.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UPST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling