+3,669.4%
COST vs TCOM
+2,569.4%
+1,100.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.6% |
| 7D | -2.8% | -10.2% | +7.4% | -1.9% |
| 30D | -5.3% | -16.8% | +11.6% | -3.8% |
| 3M | -6.7% | -16.7% | +10.0% | -5.4% |
| 6M | -9.9% | -27.1% | +17.1% | -7.7% |
| YTD | +5.1% | -45.5% | +50.6% | +10.1% |
| 1Y | -7.3% | -45.9% | +38.6% | -2.9% |
| 3Y | +70.4% | +9.8% | +60.6% | +65.1% |
| 5Y | +104.4% | +23.8% | +80.6% | +90.1% |
| 10Y | +609.0% | -10.8% | +619.8% | +555.6% |
| All | +3,669.4% | +2,569.4% | +1,100.0% | +2,350.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling