-46.4%
TOST vs UPST
-94.1%
+47.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.9% | +5.2% | +0.1% |
| 7D | -4.7% | -13.5% | +8.8% | -1.1% |
| 30D | +8.5% | -19.6% | +28.2% | +14.4% |
| 3M | -1.6% | -34.2% | +32.6% | +9.0% |
| 6M | +44.1% | -31.2% | +75.3% | +56.6% |
| YTD | -5.6% | -56.2% | +50.6% | +13.7% |
| 1Y | -12.6% | -51.7% | +39.1% | +2.1% |
| 3Y | +137.6% | -8.2% | +145.8% | +92.4% |
| 5Y | -30.4% | -92.8% | +62.4% | -7.3% |
| All | -46.4% | -94.1% | +47.7% | -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