-20.7%
TOST vs QSR
+29.2%
-49.9%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -1.9% |
| 7D | -4.7% | -2.4% | -2.3% | -3.8% |
| 30D | -9.1% | +5.7% | -14.8% | -10.8% |
| 3M | +29.8% | +6.9% | +22.9% | +26.4% |
| 6M | +10.0% | +6.9% | +3.2% | +5.7% |
| YTD | -8.6% | +14.9% | -23.5% | -14.8% |
| 1Y | -20.7% | +29.1% | -49.8% | -26.3% |
| All | -20.7% | +29.2% | -49.9% | -26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling