+146.1%
COST vs TOST
-46.9%
+193.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.0% |
| 7D | +4.1% | +9.4% | -5.4% | +3.0% |
| 30D | +12.0% | +13.5% | -1.5% | +10.3% |
| 3M | +11.2% | -0.1% | +11.3% | +11.0% |
| 6M | +6.1% | +22.5% | -16.3% | +3.2% |
| YTD | +22.9% | -2.4% | +25.3% | +22.2% |
| 1Y | +14.7% | -4.7% | +19.4% | +14.3% |
| 3Y | +92.3% | +103.2% | -10.9% | +69.8% |
| 5Y | +116.6% | -41.2% | +157.9% | +94.3% |
| All | +146.1% | -46.9% | +193.0% | +119.5% |
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