+2.3%
QCOM vs TOST
+2.2%
+0.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.5% | -0.2% | +5.1% |
| 7D | -5.3% | +10.7% | -16.1% | -5.6% |
| 30D | -4.2% | +17.7% | -21.9% | -4.7% |
| 3M | +7.0% | +4.6% | +2.4% | +6.5% |
| 6M | +3.8% | +20.3% | -16.5% | +4.1% |
| YTD | +2.8% | -0.4% | +3.2% | +9.2% |
| 1Y | +2.3% | -0.8% | +3.0% | +8.3% |
| All | +2.3% | +2.2% | +0.1% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 1y: compounded portfolio wealth divided by compounded TOST 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…
1y analysis · Full analysis span regression · 6 months rolling