+113.1%
QLD vs TOST
-47.7%
+160.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.9% | +5.1% |
| 7D | -1.2% | -3.6% | +2.4% | +0.2% |
| 30D | -15.7% | +8.9% | -24.6% | -18.8% |
| 3M | -10.0% | -2.2% | -7.8% | -10.1% |
| 6M | -11.2% | +41.0% | -52.2% | -24.3% |
| YTD | +16.4% | -4.0% | +20.3% | +13.5% |
| 1Y | +12.7% | -9.6% | +22.3% | +12.5% |
| 3Y | +152.3% | +141.7% | +10.6% | +59.2% |
| 5Y | +91.8% | -29.5% | +121.2% | +48.9% |
| All | +113.1% | -47.7% | +160.8% | +71.2% |
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 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