+124.0%
COST vs TAP
+1.8%
+122.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.2% |
| 7D | +3.9% | -8.0% | +11.9% | +5.6% |
| 30D | +13.5% | +4.1% | +9.5% | +12.6% |
| 3M | +15.3% | -4.4% | +19.7% | +16.1% |
| 6M | +9.2% | -1.9% | +11.1% | +9.3% |
| YTD | +26.9% | -12.1% | +38.9% | +29.1% |
| 1Y | +19.7% | -12.0% | +31.8% | +21.7% |
| 3Y | +96.0% | -25.0% | +121.1% | +102.8% |
| 5Y | +124.0% | -1.1% | +125.1% | +118.9% |
| All | +124.0% | +1.8% | +122.2% | +118.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling