-45.4%
TOST vs COPX
+140.7%
-186.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.5% |
| 7D | -3.6% | -1.5% | -2.1% | -3.2% |
| 30D | +8.9% | -14.0% | +22.9% | +14.9% |
| 3M | -2.2% | -17.1% | +14.9% | +4.0% |
| 6M | +41.0% | -15.9% | +56.9% | +46.5% |
| YTD | -4.0% | +2.6% | -6.6% | -14.0% |
| 1Y | -9.6% | +21.6% | -31.2% | -26.5% |
| 3Y | +141.7% | +142.7% | -1.0% | +19.3% |
| 5Y | -29.5% | +122.2% | -151.7% | -64.0% |
| All | -45.4% | +140.7% | -186.1% | -75.5% |
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 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