+104.4%
COST vs TFC
+14.8%
+89.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -2.8% | -1.3% | -1.5% | -2.6% |
| 30D | -5.3% | -2.3% | -2.9% | -4.9% |
| 3M | -6.7% | +2.5% | -9.1% | -7.2% |
| 6M | -9.9% | +9.5% | -19.4% | -11.6% |
| YTD | +5.1% | +5.1% | +0.1% | +3.8% |
| 1Y | -7.3% | +15.5% | -22.8% | -10.2% |
| 3Y | +70.4% | +95.2% | -24.8% | +47.1% |
| 5Y | +104.4% | +14.5% | +89.9% | +94.4% |
| All | +104.4% | +14.8% | +89.6% | +94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling