-48.1%
TOST vs QSR
+45.0%
-93.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -1.2% |
| 7D | -4.7% | -2.4% | -2.3% | -2.9% |
| 30D | -9.1% | +5.7% | -14.8% | -13.2% |
| 3M | +29.8% | +6.9% | +22.9% | +22.1% |
| 6M | +10.0% | +6.9% | +3.2% | +2.3% |
| YTD | -8.6% | +14.9% | -23.5% | -20.5% |
| 1Y | -20.7% | +29.1% | -49.8% | -38.5% |
| 3Y | +55.7% | +26.1% | +29.6% | +14.9% |
| All | -48.1% | +45.0% | -93.0% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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