+606.1%
COST vs TFC
+98.7%
+507.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | -1.2% | -2.4% | +1.2% | -0.8% |
| 30D | -4.7% | -3.4% | -1.4% | -4.2% |
| 3M | -7.1% | +0.4% | -7.6% | -7.3% |
| 6M | -8.5% | +12.7% | -21.2% | -10.6% |
| YTD | +5.4% | +5.6% | -0.2% | +4.0% |
| 1Y | -5.6% | +16.0% | -21.7% | -8.4% |
| 3Y | +68.5% | +94.0% | -25.5% | +47.8% |
| 5Y | +105.2% | +16.2% | +89.1% | +93.7% |
| All | +606.1% | +98.7% | +507.3% | +480.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 10y: compounded portfolio wealth divided by compounded TFC 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…
10y analysis · Full analysis span regression · 6 months rolling