+103.2%
TOST vs QS
-30.4%
+133.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.1% | -5.5% | -1.9% |
| 7D | +9.4% | +5.4% | +4.0% | +8.6% |
| 30D | +13.5% | -5.3% | +18.8% | +14.1% |
| 3M | -0.1% | -22.6% | +22.5% | +2.7% |
| 6M | +22.5% | -46.2% | +68.6% | +30.4% |
| YTD | -2.4% | -58.9% | +56.6% | +7.0% |
| 1Y | -4.7% | -73.1% | +68.4% | +10.1% |
| 3Y | +103.2% | -27.2% | +130.4% | +70.1% |
| All | +103.2% | -30.4% | +133.6% | +70.1% |
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