-45.7%
TOST vs COO
-35.0%
-10.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.5% | +1.0% |
| 7D | -3.4% | -2.2% | -1.2% | -2.0% |
| 30D | -2.4% | -7.0% | +4.6% | +2.2% |
| 3M | +34.6% | +12.2% | +22.4% | +23.9% |
| 6M | +15.2% | -15.1% | +30.3% | +27.5% |
| YTD | -4.4% | -15.1% | +10.7% | +5.9% |
| 1Y | -17.4% | +2.3% | -19.8% | -19.8% |
| 3Y | +54.5% | -23.7% | +78.1% | +70.5% |
| All | -45.7% | -35.0% | -10.7% | -31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling