-9.6%
TOST vs QID
-19.3%
+9.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.5% |
| 7D | +3.0% | +1.8% | +1.2% | +3.4% |
| 30D | +10.3% | +21.6% | -11.4% | +14.2% |
| 3M | -3.3% | +12.6% | -15.9% | -1.0% |
| 6M | +37.8% | +6.9% | +30.9% | +40.0% |
| YTD | -2.8% | -20.5% | +17.7% | -11.6% |
| 1Y | -9.6% | -18.1% | +8.5% | -16.5% |
| All | -9.6% | -19.3% | +9.7% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling