-45.7%
TOST vs COPX
+197.2%
-242.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -3.4% | -4.0% | +0.6% | -1.9% |
| 30D | -2.4% | +4.5% | -7.0% | -4.3% |
| 3M | +34.6% | +0.8% | +33.8% | +32.5% |
| 6M | +15.2% | +3.2% | +12.0% | +9.9% |
| YTD | -4.4% | +26.7% | -31.1% | -20.5% |
| 1Y | -17.4% | +85.7% | -103.1% | -45.3% |
| 3Y | +54.5% | +151.2% | -96.7% | -20.3% |
| All | -45.7% | +197.2% | -242.8% | -77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling