+55.6%
TOST vs QSR
+32.7%
+22.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -3.4% | +2.4% | -5.9% | -4.6% |
| 30D | -2.4% | +7.6% | -10.1% | -6.1% |
| 3M | +34.6% | +12.6% | +22.0% | +26.2% |
| 6M | +15.2% | +14.4% | +0.8% | +6.3% |
| YTD | -4.4% | +19.6% | -24.0% | -14.0% |
| 1Y | -17.4% | +33.9% | -51.3% | -30.7% |
| All | +55.6% | +32.7% | +22.9% | +22.6% |
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