-40.4%
TOST vs COO
-39.4%
-1.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | +0.3% |
| 7D | +11.6% | +5.3% | +6.4% | +8.2% |
| 30D | +16.2% | +12.5% | +3.7% | +8.0% |
| 3M | +1.0% | -15.1% | +16.2% | +10.9% |
| 6M | +23.2% | +3.7% | +19.5% | +17.7% |
| YTD | -1.0% | -22.5% | +21.5% | +14.9% |
| 1Y | -9.9% | -7.8% | -2.1% | -7.3% |
| 3Y | +101.0% | -24.1% | +125.1% | +113.2% |
| 5Y | -40.4% | -40.1% | -0.3% | -22.5% |
| All | -40.4% | -39.4% | -1.0% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling