+32.5%
COF vs TOST
-48.6%
+81.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.4% |
| 7D | -5.0% | -4.7% | -0.4% | -4.0% |
| 30D | -2.3% | +8.5% | -10.8% | -4.3% |
| 3M | -12.7% | -1.6% | -11.1% | -12.6% |
| 6M | +6.2% | +44.1% | -37.9% | -3.0% |
| YTD | -19.2% | -5.6% | -13.6% | -19.5% |
| 1Y | -11.5% | -12.6% | +1.1% | -10.3% |
| 3Y | +92.8% | +137.6% | -44.8% | +55.7% |
| 5Y | +34.3% | -30.4% | +64.7% | +10.9% |
| All | +32.5% | -48.6% | +81.1% | +8.4% |
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 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