-40.4%
TOST vs UPST
-93.2%
+52.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.3% | +4.7% | +0.8% |
| 7D | +11.6% | -10.9% | +22.5% | +14.7% |
| 30D | +16.2% | -7.2% | +23.4% | +18.1% |
| 3M | +1.0% | -26.7% | +27.7% | +8.8% |
| 6M | +23.2% | -29.0% | +52.2% | +32.8% |
| YTD | -1.0% | -49.4% | +48.4% | +14.9% |
| 1Y | -9.9% | -47.0% | +37.1% | +2.8% |
| 3Y | +101.0% | -27.0% | +128.0% | +74.2% |
| 5Y | -40.4% | -93.3% | +52.9% | -4.5% |
| All | -40.4% | -93.2% | +52.8% | -4.5% |
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