+99.0%
COST vs TFC
+97.5%
+1.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.1% |
| 7D | +5.0% | +2.3% | +2.7% | +4.7% |
| 30D | +12.8% | +10.8% | +2.0% | +11.3% |
| 3M | +15.2% | -3.8% | +18.9% | +15.7% |
| 6M | +7.4% | +9.6% | -2.2% | +5.9% |
| YTD | +29.0% | +5.8% | +23.3% | +27.5% |
| 1Y | +20.3% | +16.2% | +4.1% | +17.0% |
| 3Y | +99.0% | +96.0% | +3.0% | +78.7% |
| All | +99.0% | +97.5% | +1.5% | +78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling