-45.4%
TOST vs QS
-82.6%
+37.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.2% | +0.2% |
| 7D | -3.6% | -5.0% | +1.4% | -2.5% |
| 30D | +8.9% | -1.4% | +10.3% | +8.9% |
| 3M | -2.2% | -33.6% | +31.4% | +7.9% |
| 6M | +41.0% | -47.6% | +88.5% | +61.8% |
| YTD | -4.0% | -59.6% | +55.6% | +15.9% |
| 1Y | -9.6% | -73.5% | +63.9% | +22.3% |
| 3Y | +141.7% | -23.0% | +164.7% | +68.6% |
| 5Y | -29.5% | -89.4% | +59.9% | -15.9% |
| All | -45.4% | -82.6% | +37.1% | -36.9% |
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