+236.4%
COST vs TE
-48.3%
+284.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.0% | -10.6% | -0.8% |
| 7D | -3.2% | +18.2% | -21.4% | -3.5% |
| 30D | -4.0% | -13.5% | +9.5% | -3.8% |
| 3M | -6.5% | -44.6% | +38.1% | -5.6% |
| 6M | -8.5% | -24.7% | +16.2% | -9.0% |
| YTD | +6.0% | -24.3% | +30.3% | +5.0% |
| 1Y | -5.8% | +155.6% | -161.4% | -11.4% |
| 3Y | +71.8% | -18.3% | +90.1% | +69.6% |
| 5Y | +106.2% | -41.3% | +147.5% | +105.1% |
| All | +236.4% | -48.3% | +284.7% | +269.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling