+100.1%
QQQ vs TOST
-49.0%
+149.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.9% | +0.3% |
| 7D | +1.5% | -0.9% | +2.4% | +1.7% |
| 30D | -0.6% | -3.5% | +2.8% | -0.1% |
| 3M | +0.4% | +38.1% | -37.7% | -6.3% |
| 6M | +20.1% | +9.9% | +10.2% | +16.5% |
| YTD | +17.2% | -6.3% | +23.5% | +16.9% |
| 1Y | +24.7% | -18.3% | +43.0% | +27.4% |
| 3Y | +96.2% | +59.7% | +36.4% | +68.4% |
| All | +100.1% | -49.0% | +149.1% | +74.6% |
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