+100.2%
QQQM vs TOST
-50.3%
+150.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.3% | +0.2% |
| 7D | +1.0% | -4.7% | +5.7% | +1.9% |
| 30D | -0.6% | -9.1% | +8.4% | +1.1% |
| 3M | +1.3% | +29.8% | -28.5% | -4.2% |
| 6M | +18.2% | +10.0% | +8.1% | +14.6% |
| YTD | +16.9% | -8.6% | +25.5% | +17.2% |
| 1Y | +24.0% | -20.7% | +44.7% | +27.4% |
| 3Y | +96.0% | +55.7% | +40.3% | +69.2% |
| All | +100.2% | -50.3% | +150.5% | +75.5% |
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 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