-31.0%
TOST vs UPST
-91.6%
+60.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.3% | +7.6% | +1.4% |
| 7D | +3.0% | -4.5% | +7.4% | +4.0% |
| 30D | +10.3% | -15.3% | +25.6% | +14.6% |
| 3M | -3.3% | -32.4% | +29.2% | +6.3% |
| 6M | +37.8% | -29.5% | +67.3% | +48.7% |
| YTD | -2.8% | -53.3% | +50.5% | +14.9% |
| 1Y | -9.6% | -47.4% | +37.8% | +3.1% |
| 3Y | +144.6% | -2.2% | +146.9% | +96.3% |
| 5Y | -31.0% | -92.0% | +61.1% | -6.5% |
| All | -31.0% | -91.6% | +60.6% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling