-48.9%
TOST vs COPX
+190.4%
-239.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.0% | +5.4% | +1.2% |
| 7D | -5.9% | -2.9% | -3.0% | -5.0% |
| 30D | -8.4% | 0.0% | -8.5% | -8.8% |
| 3M | +31.4% | +14.8% | +16.6% | +22.5% |
| 6M | +10.5% | +7.0% | +3.5% | +3.6% |
| YTD | -10.1% | +23.8% | -33.9% | -24.6% |
| 1Y | -19.9% | +75.7% | -95.7% | -45.6% |
| 3Y | +53.3% | +156.4% | -103.1% | -22.6% |
| All | -48.9% | +190.4% | -239.3% | -78.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling