+122.5%
COST vs TLN
+733.8%
-611.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.4% |
| 7D | +2.5% | +22.3% | -19.8% | +2.3% |
| 30D | +14.6% | +1.2% | +13.4% | +14.6% |
| 3M | +15.2% | +5.9% | +9.3% | +15.1% |
| 6M | +7.2% | +3.2% | +4.0% | +7.0% |
| YTD | +27.4% | +3.2% | +24.2% | +26.7% |
| 1Y | +20.2% | +5.2% | +15.0% | +19.2% |
| 3Y | +96.9% | +606.3% | -509.4% | +57.1% |
| All | +122.5% | +733.8% | -611.3% | +75.1% |
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