-44.8%
TOST vs QID
-80.0%
+35.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | +0.1% |
| 7D | +3.0% | +1.8% | +1.2% | +4.5% |
| 30D | +10.3% | +21.6% | -11.4% | +26.1% |
| 3M | -3.3% | +12.6% | -15.9% | +5.2% |
| 6M | +37.8% | +6.9% | +30.9% | +46.0% |
| YTD | -2.8% | -20.5% | +17.7% | -15.7% |
| 1Y | -9.6% | -18.1% | +8.5% | -19.3% |
| 3Y | +144.6% | -70.7% | +215.3% | +16.3% |
| 5Y | -31.0% | -77.2% | +46.3% | -56.5% |
| All | -44.8% | -80.0% | +35.3% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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