+34.0%
COF vs TOST
-47.1%
+81.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | -6.2% | +3.0% | -9.1% | -6.8% |
| 30D | -1.7% | +10.3% | -12.0% | -4.1% |
| 3M | -10.2% | -3.3% | -7.0% | -9.9% |
| 6M | +4.2% | +37.8% | -33.6% | -3.9% |
| YTD | -18.2% | -2.8% | -15.5% | -19.1% |
| 1Y | -9.7% | -9.6% | -0.2% | -9.3% |
| 3Y | +95.0% | +144.6% | -49.6% | +56.5% |
| 5Y | +36.8% | -31.0% | +67.8% | +12.1% |
| All | +34.0% | -47.1% | +81.1% | +8.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling