-44.8%
TOST vs COPX
+138.8%
-183.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.4% | +0.5% |
| 7D | +3.0% | +1.6% | +1.3% | +2.2% |
| 30D | +10.3% | -15.0% | +25.3% | +16.9% |
| 3M | -3.3% | -18.6% | +15.3% | +3.7% |
| 6M | +37.8% | -14.9% | +52.8% | +42.4% |
| YTD | -2.8% | +1.8% | -4.6% | -12.7% |
| 1Y | -9.6% | +19.7% | -29.3% | -25.9% |
| 3Y | +144.6% | +140.9% | +3.8% | +21.2% |
| 5Y | -31.0% | +130.6% | -161.5% | -65.3% |
| All | -44.8% | +138.8% | -183.6% | -75.1% |
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