+81.8%
QQQM vs TOST
+143.6%
-61.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -1.5% | +3.0% | -4.5% | -2.0% |
| 30D | -10.2% | +10.3% | -20.4% | -11.8% |
| 3M | -6.3% | -3.3% | -3.0% | -6.0% |
| 6M | -4.9% | +37.8% | -42.7% | -10.8% |
| YTD | +10.3% | -2.8% | +13.0% | +9.5% |
| 1Y | +8.8% | -9.6% | +18.4% | +9.6% |
| 3Y | +81.8% | +144.6% | -62.9% | +57.3% |
| All | +81.8% | +143.6% | -61.8% | +57.3% |
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 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