-45.7%
TOST vs UPST
-91.3%
+45.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.5% |
| 7D | -3.4% | -3.5% | +0.1% | -2.5% |
| 30D | -2.4% | -7.1% | +4.7% | -0.8% |
| 3M | +34.6% | -13.1% | +47.7% | +38.7% |
| 6M | +15.2% | -1.1% | +16.3% | +13.9% |
| YTD | -4.4% | -35.9% | +31.5% | +4.8% |
| 1Y | -17.4% | -57.4% | +40.0% | -0.6% |
| 3Y | +54.5% | -14.9% | +69.3% | +28.9% |
| All | -45.7% | -91.3% | +45.7% | -28.5% |
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