+96.5%
COST vs TOST
+138.1%
-41.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.6% |
| 7D | +2.5% | -4.7% | +7.2% | +2.9% |
| 30D | +14.6% | +8.5% | +6.1% | +13.8% |
| 3M | +15.2% | -1.6% | +16.8% | +15.2% |
| 6M | +7.2% | +44.1% | -36.9% | +3.9% |
| YTD | +27.4% | -5.6% | +33.0% | +27.9% |
| 1Y | +20.2% | -12.6% | +32.8% | +21.6% |
| All | +96.5% | +138.1% | -41.6% | +81.9% |
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 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