+48.2%
TQQQ vs TOST
-22.2%
+70.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.9% |
| 7D | -3.9% | -5.9% | +1.9% | -2.5% |
| 30D | -5.3% | -8.4% | +3.2% | -3.5% |
| 3M | +0.1% | +31.4% | -31.3% | -7.8% |
| 6M | +40.7% | +10.5% | +30.1% | +34.3% |
| YTD | +31.8% | -10.1% | +41.9% | +34.6% |
| 1Y | +48.2% | -19.9% | +68.2% | +55.5% |
| All | +48.2% | -22.2% | +70.4% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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