+136.1%
QLD vs TOST
-48.0%
+184.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | +0.6% | -3.4% | +4.0% | +1.9% |
| 30D | -0.1% | -2.4% | +2.3% | +0.5% |
| 3M | -8.4% | +34.6% | -43.0% | -19.4% |
| 6M | +32.2% | +15.2% | +17.0% | +21.7% |
| YTD | +28.9% | -4.4% | +33.3% | +26.8% |
| 1Y | +43.8% | -17.4% | +61.2% | +49.2% |
| 3Y | +176.6% | +54.5% | +122.1% | +110.4% |
| All | +136.1% | -48.0% | +184.0% | +91.3% |
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 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