+107.7%
COST vs TE
-48.1%
+155.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | -1.2% | +0.2% | -1.4% | -1.2% |
| 30D | -4.7% | -5.9% | +1.2% | -4.7% |
| 3M | -7.1% | -45.6% | +38.5% | -6.2% |
| 6M | -8.5% | -43.4% | +34.8% | -8.3% |
| YTD | +5.4% | -31.0% | +36.4% | +4.6% |
| 1Y | -5.6% | +145.2% | -150.8% | -11.4% |
| 3Y | +68.5% | -24.1% | +92.5% | +68.4% |
| All | +107.7% | -48.1% | +155.8% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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