+151.1%
TOST vs QS
-32.2%
+183.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.2% | +8.6% | +4.1% |
| 7D | 0.0% | -14.0% | +14.0% | +1.9% |
| 30D | +16.2% | -6.4% | +22.5% | +16.9% |
| 3M | -1.5% | -40.3% | +38.7% | +4.5% |
| 6M | +55.3% | -57.5% | +112.8% | +70.3% |
| YTD | -2.3% | -64.7% | +62.3% | +8.7% |
| 1Y | -5.5% | -72.9% | +67.4% | +8.5% |
| 3Y | +151.1% | -33.5% | +184.6% | +118.9% |
| All | +151.1% | -32.2% | +183.4% | +118.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling