+76.0%
TQQQ vs TOST
-46.7%
+122.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +0.3% | +9.9% | +10.0% |
| 7D | -3.2% | +4.0% | -7.2% | -5.3% |
| 30D | -29.2% | +11.1% | -40.2% | -33.8% |
| 3M | -22.5% | +0.8% | -23.4% | -24.2% |
| 6M | -24.2% | +38.8% | -63.0% | -39.8% |
| YTD | +9.9% | -2.1% | +11.9% | +4.2% |
| 1Y | +9.7% | -6.0% | +15.7% | +6.6% |
| 3Y | +211.3% | +149.8% | +61.5% | +58.3% |
| 5Y | +45.6% | -42.8% | +88.3% | +14.6% |
| All | +76.0% | -46.7% | +122.7% | +39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling