+46.4%
COF vs TOST
-49.0%
+95.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.6% | -2.1% |
| 7D | +1.2% | -0.9% | +2.1% | +1.5% |
| 30D | -1.4% | -3.5% | +2.1% | -0.7% |
| 3M | +19.0% | +38.1% | -19.1% | +10.3% |
| 6M | +14.9% | +9.9% | +5.0% | +11.4% |
| YTD | -10.7% | -6.3% | -4.4% | -10.6% |
| 1Y | -1.3% | -18.3% | +17.0% | +1.5% |
| 3Y | +124.3% | +59.7% | +64.6% | +95.3% |
| All | +46.4% | -49.0% | +95.4% | +20.3% |
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 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