-46.7%
TOST vs COPX
+209.4%
-256.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.1% | -6.0% | -3.6% |
| 7D | -0.9% | +5.8% | -6.7% | -3.1% |
| 30D | -3.5% | +7.2% | -10.7% | -6.3% |
| 3M | +38.1% | +16.5% | +21.6% | +28.3% |
| 6M | +9.9% | +18.4% | -8.5% | -1.3% |
| YTD | -6.3% | +31.9% | -38.2% | -23.3% |
| 1Y | -18.3% | +88.5% | -106.8% | -46.0% |
| 3Y | +59.7% | +173.1% | -113.4% | -21.2% |
| All | -46.7% | +209.4% | -256.1% | -78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling