-44.4%
TOST vs UPST
-93.1%
+48.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.4% | -0.1% |
| 7D | +4.0% | +4.4% | -0.4% | +2.8% |
| 30D | +11.1% | -7.7% | +18.7% | +13.0% |
| 3M | +0.8% | -28.4% | +29.3% | +9.3% |
| 6M | +38.8% | -23.2% | +62.0% | +46.7% |
| YTD | -2.1% | -49.1% | +47.0% | +13.5% |
| 1Y | -6.0% | -42.4% | +36.3% | +4.9% |
| 3Y | +149.8% | +5.4% | +144.4% | +95.4% |
| 5Y | -42.8% | -92.9% | +50.1% | -19.9% |
| All | -44.4% | -93.1% | +48.8% | -22.5% |
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