+64.1%
COP vs TOST
-11.1%
+75.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.4% |
| 7D | -11.5% | +9.4% | -21.0% | -10.5% |
| 30D | +5.0% | +13.5% | -8.5% | +6.5% |
| 3M | +17.5% | -0.1% | +17.6% | +17.9% |
| 6M | +16.2% | +22.5% | -6.2% | +20.0% |
| YTD | +48.8% | -2.4% | +51.1% | +55.2% |
| 1Y | +64.1% | -4.7% | +68.8% | +71.7% |
| All | +64.1% | -11.1% | +75.2% | +71.7% |
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