+25.7%
COP vs TOST
+96.7%
-71.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.7% |
| 7D | -11.5% | +9.4% | -21.0% | -12.0% |
| 30D | +5.0% | +13.5% | -8.5% | +4.1% |
| 3M | +17.5% | -0.1% | +17.6% | +17.4% |
| 6M | +16.2% | +22.5% | -6.2% | +14.2% |
| YTD | +48.8% | -2.4% | +51.1% | +49.3% |
| 1Y | +64.1% | -4.7% | +68.8% | +65.0% |
| 3Y | +25.7% | +103.2% | -77.6% | +20.2% |
| All | +25.7% | +96.7% | -71.0% | +20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling