-40.6%
TOST vs QS
-86.5%
+45.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.1% | -5.5% | -2.5% |
| 7D | +9.4% | +5.4% | +4.0% | +7.7% |
| 30D | +13.5% | -5.3% | +18.8% | +14.8% |
| 3M | -0.1% | -22.6% | +22.5% | +6.0% |
| 6M | +22.5% | -46.2% | +68.6% | +39.7% |
| YTD | -2.4% | -58.9% | +56.6% | +18.3% |
| 1Y | -4.7% | -73.1% | +68.4% | +29.9% |
| 3Y | +103.2% | -27.2% | +130.4% | +41.8% |
| All | -40.6% | -86.5% | +45.9% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling