+39.3%
QCOM vs TOST
+99.4%
-60.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.6% | -8.9% | -9.4% |
| 7D | -15.5% | +11.6% | -27.1% | -17.2% |
| 30D | -13.4% | +16.2% | -29.6% | -15.9% |
| 3M | 0.0% | +1.0% | -1.0% | -0.5% |
| 6M | -15.2% | +23.2% | -38.4% | -19.8% |
| YTD | -6.9% | -1.0% | -5.9% | -7.5% |
| 1Y | -11.0% | -9.9% | -1.1% | -9.5% |
| All | +39.3% | +99.4% | -60.2% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling