+159.8%
COP vs TOST
-46.1%
+205.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -9.7% | +11.6% | -21.3% | -10.4% |
| 30D | +4.7% | +16.2% | -11.5% | +3.6% |
| 3M | +18.5% | +1.0% | +17.5% | +18.3% |
| 6M | +11.4% | +23.2% | -11.8% | +9.3% |
| YTD | +47.9% | -1.0% | +48.9% | +47.2% |
| 1Y | +59.3% | -9.9% | +69.2% | +59.8% |
| 3Y | +23.6% | +101.0% | -77.4% | +15.6% |
| 5Y | +113.1% | -40.4% | +153.5% | +102.0% |
| All | +159.8% | -46.1% | +205.9% | +146.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling