+11.2%
QCOM vs TOST
-38.4%
+49.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +6.9% | +5.8% |
| 7D | +0.4% | +9.4% | -9.1% | -1.6% |
| 30D | -6.6% | +13.5% | -20.1% | -9.3% |
| 3M | +3.7% | -0.1% | +3.8% | +3.2% |
| 6M | -13.3% | +22.5% | -35.8% | -18.9% |
| YTD | -1.8% | -2.4% | +0.6% | -3.4% |
| 1Y | -2.5% | -4.7% | +2.2% | -3.7% |
| 3Y | +47.0% | +103.2% | -56.3% | +16.7% |
| All | +11.2% | -38.4% | +49.6% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling