-46.7%
TOST vs QSR
+47.3%
-94.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.4% | -0.1% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -3.5% | +5.9% | -9.4% | -8.0% |
| 3M | +38.1% | +10.5% | +27.7% | +26.5% |
| 6M | +9.9% | +7.7% | +2.2% | +1.6% |
| YTD | -6.3% | +16.8% | -23.0% | -19.5% |
| 1Y | -18.3% | +30.9% | -49.2% | -37.3% |
| 3Y | +59.7% | +28.2% | +31.6% | +16.3% |
| All | -46.7% | +47.3% | -94.1% | -71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling