-44.4%
TOST vs QS
-81.1%
+36.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.8% | -6.5% | -1.5% |
| 7D | +4.0% | +13.7% | -9.6% | +0.4% |
| 30D | +11.1% | -0.2% | +11.3% | +10.7% |
| 3M | +0.8% | -24.8% | +25.7% | +7.8% |
| 6M | +38.8% | -39.4% | +78.2% | +53.0% |
| YTD | -2.1% | -56.1% | +54.1% | +15.7% |
| 1Y | -6.0% | -72.5% | +66.5% | +25.9% |
| 3Y | +149.8% | -16.3% | +166.1% | +70.5% |
| 5Y | -42.8% | -87.6% | +44.8% | -33.3% |
| All | -44.4% | -81.1% | +36.7% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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