+20.3%
COST vs TFC
+15.7%
+4.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.2% |
| 7D | +5.0% | +2.3% | +2.7% | +4.9% |
| 30D | +12.8% | +10.8% | +2.0% | +12.6% |
| 3M | +15.2% | -3.8% | +18.9% | +15.0% |
| 6M | +7.4% | +9.6% | -2.2% | +7.6% |
| YTD | +29.0% | +5.8% | +23.3% | +27.6% |
| 1Y | +20.3% | +16.2% | +4.1% | +19.3% |
| All | +20.3% | +15.7% | +4.6% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling