-44.5%
TOST vs COO
-41.8%
-2.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.3% |
| 7D | +9.4% | +4.7% | +4.7% | +6.4% |
| 30D | +13.5% | +13.9% | -0.4% | +4.7% |
| 3M | -0.1% | -14.9% | +14.8% | +9.4% |
| 6M | +22.5% | +2.0% | +20.4% | +18.2% |
| YTD | -2.4% | -23.9% | +21.5% | +14.6% |
| 1Y | -4.7% | -9.6% | +4.9% | -0.7% |
| 3Y | +103.2% | -25.4% | +128.7% | +118.1% |
| 5Y | -41.2% | -41.2% | -0.1% | -22.6% |
| All | -44.5% | -41.8% | -2.8% | -25.9% |
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