+41.4%
QCOM vs TOST
-48.0%
+89.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +3.3% | -3.4% | +6.7% | +4.1% |
| 30D | +7.7% | -2.4% | +10.1% | +8.1% |
| 3M | -30.1% | +34.6% | -64.7% | -34.9% |
| 6M | +22.8% | +15.2% | +7.6% | +16.9% |
| YTD | +0.2% | -4.4% | +4.6% | -0.7% |
| 1Y | +7.9% | -17.4% | +25.3% | +10.4% |
| 3Y | +55.8% | +54.5% | +1.4% | +33.3% |
| All | +41.4% | -48.0% | +89.4% | +21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling