+68.5%
COST vs TDG
+52.1%
+16.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.1% |
| 7D | -1.2% | -1.9% | +0.7% | -0.9% |
| 30D | -4.7% | -7.7% | +3.0% | -3.4% |
| 3M | -7.1% | -9.3% | +2.2% | -5.7% |
| 6M | -8.5% | -9.4% | +0.8% | -7.3% |
| YTD | +5.4% | -14.3% | +19.6% | +7.6% |
| 1Y | -5.6% | -11.8% | +6.2% | -4.5% |
| 3Y | +68.5% | +52.0% | +16.5% | +51.1% |
| All | +68.5% | +52.1% | +16.4% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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