+103.2%
TOST vs QID
-70.5%
+173.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -2.5% |
| 7D | +9.4% | +9.4% | 0.0% | +13.9% |
| 30D | +13.5% | +31.2% | -17.8% | +28.5% |
| 3M | -0.1% | +17.4% | -17.6% | +7.6% |
| 6M | +22.5% | +8.4% | +14.0% | +27.4% |
| YTD | -2.4% | -15.8% | +13.4% | -10.0% |
| 1Y | -4.7% | -16.3% | +11.6% | -11.9% |
| 3Y | +103.2% | -70.4% | +173.6% | +4.7% |
| All | +103.2% | -70.5% | +173.7% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling