+41.7%
COF vs TOST
-38.4%
+80.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.6% |
| 7D | -1.5% | +9.4% | -10.9% | -3.6% |
| 30D | +3.0% | +13.5% | -10.4% | -0.2% |
| 3M | -7.9% | -0.1% | -7.8% | -8.2% |
| 6M | +5.2% | +22.5% | -17.3% | -0.9% |
| YTD | -15.7% | -2.4% | -13.4% | -16.7% |
| 1Y | -5.5% | -4.7% | -0.8% | -6.1% |
| 3Y | +100.5% | +103.2% | -2.7% | +64.2% |
| All | +41.7% | -38.4% | +80.2% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling