+144.6%
TOST vs QSR
+25.8%
+118.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | +3.0% | +4.5% | -1.5% | +0.7% |
| 30D | +10.3% | +9.4% | +0.8% | +5.4% |
| 3M | -3.3% | +7.5% | -10.8% | -6.6% |
| 6M | +37.8% | -0.8% | +38.6% | +38.2% |
| YTD | -2.8% | +16.9% | -19.7% | -11.1% |
| 1Y | -9.6% | +16.3% | -25.9% | -17.2% |
| 3Y | +144.6% | +25.3% | +119.4% | +117.3% |
| All | +144.6% | +25.8% | +118.9% | +117.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling