-40.6%
TOST vs QID
-74.8%
+34.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -3.0% |
| 7D | +9.4% | +9.4% | 0.0% | +16.2% |
| 30D | +13.5% | +31.2% | -17.8% | +36.3% |
| 3M | -0.1% | +17.4% | -17.6% | +11.4% |
| 6M | +22.5% | +8.4% | +14.0% | +29.7% |
| YTD | -2.4% | -15.8% | +13.4% | -12.1% |
| 1Y | -4.7% | -16.3% | +11.6% | -14.1% |
| 3Y | +103.2% | -70.4% | +173.6% | -3.7% |
| All | -40.6% | -74.8% | +34.2% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling