The easiest culprit, I think, would be pulling it to tightly.
The other reason could be that your hair follicles are not used to being manipulted. You may have to get used to having you hair up. If that is the case, I would wear it up for 30-60 minutes, then switch to down. This should give your hair time to get accustomed to styles.
As your hair gets longer weight distribution is important. Everyone has, go to styles, that suit them best. You may want to try a crown braid, it distributes weight very evenly.
Good Luck
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