-8.6%
COF vs TOST
-7.5%
-1.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | -0.2% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | +0.4% | +16.2% | -15.8% | -4.1% |
| 3M | -12.5% | -1.5% | -11.0% | -12.5% |
| 6M | +8.3% | +55.3% | -47.0% | -5.3% |
| YTD | -18.6% | -2.3% | -16.2% | -21.2% |
| 1Y | -8.6% | -5.5% | -3.1% | -10.4% |
| All | -8.6% | -7.5% | -1.1% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling