+68.1%
COST vs TAP
-33.0%
+101.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -2.8% | -5.1% | +2.3% | -2.2% |
| 30D | -5.3% | -8.4% | +3.2% | -4.3% |
| 3M | -6.7% | -3.9% | -2.7% | -6.3% |
| 6M | -9.9% | -14.4% | +4.4% | -8.7% |
| YTD | +5.1% | -14.7% | +19.9% | +6.5% |
| 1Y | -7.3% | -18.7% | +11.4% | -5.7% |
| All | +68.1% | -33.0% | +101.1% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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