+149.1%
COST vs TOST
-46.7%
+195.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | +2.5% | +4.0% | -1.6% | +2.0% |
| 30D | +12.8% | +11.1% | +1.7% | +11.4% |
| 3M | +12.7% | +0.8% | +11.8% | +12.4% |
| 6M | +6.0% | +38.8% | -32.8% | +1.8% |
| YTD | +24.4% | -2.1% | +26.5% | +23.6% |
| 1Y | +16.2% | -6.0% | +22.3% | +16.0% |
| 3Y | +96.9% | +149.8% | -52.9% | +69.6% |
| 5Y | +121.1% | -42.8% | +163.9% | +98.4% |
| All | +149.1% | -46.7% | +195.8% | +122.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling