-17.4%
TOST vs UPST
-56.5%
+39.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.6% |
| 7D | -3.4% | -3.5% | +0.1% | -2.4% |
| 30D | -2.4% | -7.1% | +4.7% | -0.6% |
| 3M | +34.6% | -13.1% | +47.7% | +39.2% |
| 6M | +15.2% | -1.1% | +16.3% | +13.9% |
| YTD | -4.4% | -35.9% | +31.5% | +3.2% |
| 1Y | -17.4% | -57.4% | +40.0% | -2.4% |
| All | -17.4% | -56.5% | +39.1% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling