+609.0%
COST vs TMF
-86.2%
+695.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.8% | -0.9% |
| 7D | -2.8% | -0.9% | -1.9% | -2.8% |
| 30D | -5.3% | -1.0% | -4.3% | -5.3% |
| 3M | -6.7% | -11.3% | +4.6% | -6.9% |
| 6M | -9.9% | -22.7% | +12.8% | -10.4% |
| YTD | +5.1% | -17.3% | +22.5% | +4.7% |
| 1Y | -7.3% | -22.5% | +15.2% | -7.8% |
| 3Y | +70.4% | -43.2% | +113.6% | +68.4% |
| 5Y | +104.4% | -88.3% | +192.7% | +84.6% |
| 10Y | +609.0% | -86.0% | +695.0% | +554.9% |
| All | +609.0% | -86.2% | +695.2% | +554.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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