-9.6%
TOST vs Q
+56.5%
-66.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.4% | +6.8% | -0.6% |
| 7D | +11.6% | -10.3% | +21.9% | +11.6% |
| 30D | +16.2% | -17.7% | +33.9% | +16.4% |
| 3M | +1.0% | -18.8% | +19.9% | +1.2% |
| 6M | +23.2% | -24.8% | +48.0% | +21.7% |
| YTD | -1.0% | +35.0% | -36.0% | -16.7% |
| 1Y | -9.9% | +10.7% | -20.6% | -15.8% |
| All | -9.6% | +56.5% | -66.1% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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