+44.6%
QCOM vs TOST
-46.9%
+91.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.1% | -3.4% |
| 7D | +4.3% | 0.0% | +4.2% | +4.2% |
| 30D | -0.1% | +16.2% | -16.3% | -3.4% |
| 3M | +5.2% | -1.5% | +6.8% | +5.1% |
| 6M | -18.4% | +55.3% | -73.7% | -27.1% |
| YTD | +2.4% | -2.3% | +4.7% | +0.7% |
| 1Y | +0.9% | -5.5% | +6.4% | 0.0% |
| 3Y | +48.4% | +151.1% | -102.7% | +14.0% |
| 5Y | +16.6% | -27.9% | +44.5% | -2.2% |
| All | +44.6% | -46.9% | +91.4% | +23.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling