-0.8%
TOST vs COPX
+31.7%
-32.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.0% | +1.5% | +5.4% |
| 7D | +10.7% | -3.0% | +13.7% | +10.7% |
| 30D | +17.7% | -13.6% | +31.4% | +18.0% |
| 3M | +4.6% | -11.2% | +15.8% | +4.9% |
| 6M | +20.3% | -2.4% | +22.7% | +20.0% |
| YTD | -0.4% | +4.2% | -4.6% | -13.2% |
| 1Y | -0.8% | +32.2% | -32.9% | -30.4% |
| All | -0.8% | +31.7% | -32.5% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 1y: compounded portfolio wealth divided by compounded COPX 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…
1y analysis · Full analysis span regression · 6 months rolling