+124.5%
COST vs TOST
-27.7%
+152.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +0.9% |
| 7D | +5.0% | 0.0% | +5.0% | +5.0% |
| 30D | +12.8% | +16.2% | -3.4% | +10.8% |
| 3M | +15.2% | -1.5% | +16.7% | +15.2% |
| 6M | +7.4% | +55.3% | -47.9% | +1.6% |
| YTD | +29.0% | -2.3% | +31.4% | +28.2% |
| 1Y | +20.3% | -5.5% | +25.8% | +20.0% |
| 3Y | +99.0% | +151.1% | -52.1% | +69.4% |
| All | +124.5% | -27.7% | +152.2% | +105.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling