+83.3%
QQQ vs TOST
+146.3%
-63.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.8% |
| 7D | +3.6% | 0.0% | +3.6% | +3.6% |
| 30D | -6.7% | +16.2% | -22.9% | -9.2% |
| 3M | -7.0% | -1.5% | -5.5% | -7.1% |
| 6M | -4.7% | +55.3% | -60.0% | -12.5% |
| YTD | +11.1% | -2.3% | +13.4% | +10.2% |
| 1Y | +12.3% | -5.5% | +17.8% | +12.0% |
| 3Y | +83.3% | +151.1% | -67.8% | +58.5% |
| All | +83.3% | +146.3% | -63.0% | +58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling