-46.4%
TOST vs COO
-41.9%
-4.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.0% |
| 7D | -4.7% | -2.1% | -2.6% | -3.4% |
| 30D | +8.5% | +13.9% | -5.4% | +0.2% |
| 3M | -1.6% | -18.9% | +17.4% | +11.3% |
| 6M | +44.1% | +3.7% | +40.4% | +37.2% |
| YTD | -5.6% | -24.1% | +18.5% | +11.0% |
| 1Y | -12.6% | -14.2% | +1.6% | -5.6% |
| 3Y | +137.6% | -24.5% | +162.0% | +150.9% |
| 5Y | -30.4% | -40.4% | +10.1% | -8.9% |
| All | -46.4% | -41.9% | -4.5% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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