+89.4%
QQQ vs TOST
-46.7%
+136.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.3% | +3.5% |
| 7D | -0.3% | +4.0% | -4.3% | -1.0% |
| 30D | -9.6% | +11.1% | -20.6% | -11.6% |
| 3M | -5.9% | +0.8% | -6.8% | -6.5% |
| 6M | -4.3% | +38.8% | -43.1% | -11.2% |
| YTD | +11.0% | -2.1% | +13.0% | +9.4% |
| 1Y | +11.9% | -6.0% | +18.0% | +11.2% |
| 3Y | +86.7% | +149.8% | -63.1% | +46.2% |
| 5Y | +77.1% | -42.8% | +119.8% | +52.6% |
| All | +89.4% | -46.7% | +136.1% | +63.4% |
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