+11.9%
COST vs TLN
-17.6%
+29.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -8.5% | +11.2% | +1.8% |
| 7D | +6.6% | -6.0% | +12.7% | +6.1% |
| 30D | +13.5% | -1.5% | +15.0% | +13.4% |
| 3M | +10.6% | -3.9% | +14.5% | +10.5% |
| 6M | +3.6% | -15.0% | +18.7% | +3.2% |
| YTD | +22.1% | -12.8% | +34.9% | +21.8% |
| 1Y | +11.9% | -17.3% | +29.2% | +11.3% |
| All | +11.9% | -17.6% | +29.5% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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