-5.6%
COST vs TLN
-23.3%
+17.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | -1.2% | -1.3% | +0.1% | -1.3% |
| 30D | -4.7% | -14.3% | +9.6% | -5.9% |
| 3M | -7.1% | -9.3% | +2.2% | -7.7% |
| 6M | -8.5% | -1.1% | -7.4% | -8.7% |
| YTD | +5.4% | -16.6% | +22.0% | +4.6% |
| 1Y | -5.6% | -22.0% | +16.4% | -5.2% |
| All | -5.6% | -23.3% | +17.7% | -5.2% |
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