+106.2%
COST vs TMF
-87.6%
+193.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -3.2% | +1.0% | -4.2% | -3.2% |
| 30D | -4.0% | -1.8% | -2.1% | -3.9% |
| 3M | -6.5% | -8.2% | +1.8% | -6.3% |
| 6M | -8.5% | -19.5% | +11.0% | -8.0% |
| YTD | +6.0% | -16.0% | +22.0% | +6.4% |
| 1Y | -5.8% | -22.5% | +16.7% | -5.2% |
| 3Y | +71.8% | -42.3% | +114.1% | +72.6% |
| 5Y | +106.2% | -87.7% | +193.9% | +104.6% |
| All | +106.2% | -87.6% | +193.9% | +104.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling