+112.3%
COST vs TOST
-49.0%
+161.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.4% |
| 7D | -3.2% | -0.9% | -2.3% | -3.1% |
| 30D | -4.0% | -3.5% | -0.5% | -3.6% |
| 3M | -6.5% | +38.1% | -44.6% | -9.9% |
| 6M | -8.5% | +9.9% | -18.4% | -10.0% |
| YTD | +6.0% | -6.3% | +12.3% | +6.0% |
| 1Y | -5.8% | -18.3% | +12.5% | -4.5% |
| 3Y | +71.8% | +59.7% | +12.1% | +56.2% |
| All | +112.3% | -49.0% | +161.3% | +90.4% |
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