+144.6%
TOST vs COPX
+141.3%
+3.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.4% | 0.0% |
| 7D | +3.0% | +1.6% | +1.3% | +2.5% |
| 30D | +10.3% | -15.0% | +25.3% | +14.1% |
| 3M | -3.3% | -18.6% | +15.3% | +0.8% |
| 6M | +37.8% | -14.9% | +52.8% | +40.9% |
| YTD | -2.8% | +1.8% | -4.6% | -10.4% |
| 1Y | -9.6% | +19.7% | -29.3% | -22.3% |
| 3Y | +144.6% | +140.9% | +3.8% | +25.6% |
| All | +144.6% | +141.3% | +3.3% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling