+157.5%
COP vs TOST
-48.0%
+205.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.1% | -1.1% |
| 7D | +3.0% | -3.4% | +6.4% | +3.2% |
| 30D | +17.5% | -2.4% | +19.9% | +17.6% |
| 3M | +13.4% | +34.6% | -21.3% | +10.8% |
| 6M | +17.7% | +15.2% | +2.5% | +16.1% |
| YTD | +46.6% | -4.4% | +51.0% | +46.4% |
| 1Y | +44.6% | -17.4% | +62.0% | +46.0% |
| 3Y | +20.7% | +54.5% | -33.8% | +15.0% |
| All | +157.5% | -48.0% | +205.5% | +145.5% |
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