-46.4%
TOST vs QS
-83.9%
+37.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.8% | +6.1% | +0.4% |
| 7D | -4.7% | -5.6% | +0.9% | -3.4% |
| 30D | +8.5% | -5.8% | +14.3% | +9.8% |
| 3M | -1.6% | -39.2% | +37.6% | +11.1% |
| 6M | +44.1% | -53.9% | +98.0% | +71.2% |
| YTD | -5.6% | -62.8% | +57.2% | +16.4% |
| 1Y | -12.6% | -73.5% | +60.9% | +18.1% |
| 3Y | +137.6% | -29.1% | +166.6% | +69.3% |
| 5Y | -30.4% | -90.0% | +59.6% | -15.3% |
| All | -46.4% | -83.9% | +37.6% | -36.6% |
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