-18.3%
TOST vs QS
-44.4%
+26.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -4.0% | -2.1% |
| 7D | -0.9% | +2.2% | -3.1% | -1.1% |
| 30D | -3.5% | -8.1% | +4.6% | -2.8% |
| 3M | +38.1% | -27.0% | +65.2% | +41.3% |
| 6M | +9.9% | -16.4% | +26.3% | +9.9% |
| YTD | -6.3% | -46.4% | +40.1% | -1.8% |
| 1Y | -18.3% | -41.1% | +22.8% | -12.4% |
| All | -18.3% | -44.4% | +26.1% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling