+83.6%
COST vs TLN
+589.3%
-505.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.0% | -0.8% |
| 7D | -2.8% | +5.8% | -8.6% | -2.9% |
| 30D | -5.3% | -6.9% | +1.6% | -5.1% |
| 3M | -6.7% | -10.9% | +4.2% | -6.6% |
| 6M | -9.9% | -4.6% | -5.3% | -10.4% |
| YTD | +5.1% | -14.7% | +19.8% | +5.0% |
| 1Y | -7.3% | -17.9% | +10.6% | -7.4% |
| 3Y | +70.4% | +483.9% | -413.5% | +36.5% |
| All | +83.6% | +589.3% | -505.7% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling