+83.5%
COST vs TLN
+571.8%
-488.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | 0.0% |
| 7D | -2.5% | +2.0% | -4.5% | -2.5% |
| 30D | -4.4% | -12.9% | +8.5% | -4.2% |
| 3M | -8.1% | -7.4% | -0.6% | -8.2% |
| 6M | -9.2% | -6.0% | -3.2% | -9.7% |
| YTD | +5.1% | -16.9% | +22.0% | +5.0% |
| 1Y | -5.1% | -22.6% | +17.5% | -4.9% |
| 3Y | +70.4% | +469.0% | -398.7% | +36.5% |
| All | +83.5% | +571.8% | -488.3% | +45.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling