+100.8%
QQQM vs TOST
-49.0%
+149.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.3% |
| 7D | +1.5% | -0.9% | +2.4% | +1.7% |
| 30D | -0.7% | -3.5% | +2.8% | -0.1% |
| 3M | +0.4% | +38.1% | -37.7% | -6.2% |
| 6M | +20.1% | +9.9% | +10.2% | +16.5% |
| YTD | +17.2% | -6.3% | +23.5% | +16.9% |
| 1Y | +24.7% | -18.3% | +43.1% | +27.4% |
| 3Y | +96.6% | +59.7% | +36.8% | +68.8% |
| All | +100.8% | -49.0% | +149.8% | +75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling