-44.5%
TOST vs UPST
-93.2%
+48.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.1% |
| 7D | +9.4% | -4.9% | +14.3% | +10.6% |
| 30D | +13.5% | -8.9% | +22.4% | +15.9% |
| 3M | -0.1% | -26.3% | +26.2% | +7.4% |
| 6M | +22.5% | -23.7% | +46.2% | +29.7% |
| YTD | -2.4% | -49.9% | +47.6% | +13.7% |
| 1Y | -4.7% | -42.0% | +37.3% | +6.2% |
| 3Y | +103.2% | -25.3% | +128.5% | +74.8% |
| 5Y | -41.2% | -93.4% | +52.2% | -16.5% |
| All | -44.5% | -93.2% | +48.7% | -22.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling