+606.1%
COST vs TCOM
-9.8%
+615.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | +0.2% |
| 7D | -1.2% | -4.9% | +3.7% | -0.9% |
| 30D | -4.7% | -14.4% | +9.7% | -4.0% |
| 3M | -7.1% | -17.7% | +10.5% | -6.2% |
| 6M | -8.5% | -25.1% | +16.6% | -7.3% |
| YTD | +5.4% | -45.7% | +51.1% | +8.5% |
| 1Y | -5.6% | -47.9% | +42.2% | -2.7% |
| 3Y | +68.5% | +8.9% | +59.5% | +64.8% |
| 5Y | +105.2% | +26.9% | +78.4% | +95.2% |
| All | +606.1% | -9.8% | +615.9% | +558.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling