+2,319.5%
COST vs TDG
+12,853.5%
-10,533.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -2.5% | -2.7% | +0.2% | -1.9% |
| 30D | -4.4% | -9.3% | +4.8% | -2.4% |
| 3M | -8.1% | -7.1% | -1.0% | -6.8% |
| 6M | -9.2% | -11.2% | +1.9% | -7.4% |
| YTD | +5.1% | -15.3% | +20.4% | +8.1% |
| 1Y | -5.1% | -12.5% | +7.4% | -3.3% |
| 3Y | +70.4% | +51.2% | +19.2% | +52.4% |
| 5Y | +104.7% | +126.1% | -21.4% | +66.0% |
| 10Y | +608.8% | +536.2% | +72.6% | +315.0% |
| All | +2,319.5% | +12,853.5% | -10,533.9% | +482.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling