+120.8%
TQQQ vs TOST
-48.0%
+168.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +0.7% | -3.4% | +4.1% | +2.8% |
| 30D | -0.6% | -2.4% | +1.8% | +0.3% |
| 3M | -14.9% | +34.6% | -49.5% | -29.8% |
| 6M | +44.6% | +15.2% | +29.4% | +27.3% |
| YTD | +37.8% | -4.4% | +42.2% | +34.1% |
| 1Y | +59.2% | -17.4% | +76.6% | +67.7% |
| 3Y | +254.1% | +54.5% | +199.7% | +143.1% |
| All | +120.8% | -48.0% | +168.8% | +79.3% |
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