+92.6%
QQQM vs TOST
-48.6%
+141.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | 0.0% |
| 7D | +6.2% | -4.7% | +10.9% | +7.2% |
| 30D | -7.4% | +8.5% | -16.0% | -9.1% |
| 3M | -4.8% | -1.6% | -3.2% | -4.9% |
| 6M | -2.4% | +44.1% | -46.6% | -10.1% |
| YTD | +12.4% | -5.6% | +18.1% | +11.6% |
| 1Y | +11.4% | -12.6% | +23.9% | +12.2% |
| 3Y | +85.4% | +137.6% | -52.2% | +46.8% |
| 5Y | +80.3% | -30.4% | +110.6% | +54.0% |
| All | +92.6% | -48.6% | +141.2% | +67.3% |
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