-10.8%
TOST vs Q
+66.4%
-77.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.3% | -7.7% | -1.4% |
| 7D | +9.4% | +0.3% | +9.2% | +9.5% |
| 30D | +13.5% | -9.8% | +23.3% | +13.7% |
| 3M | -0.1% | -12.2% | +12.1% | 0.0% |
| 6M | +22.5% | -21.6% | +44.1% | +21.6% |
| YTD | -2.4% | +43.6% | -45.9% | -17.8% |
| 1Y | -4.7% | +25.7% | -30.4% | -13.9% |
| All | -10.8% | +66.4% | -77.2% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling