+3,203.7%
COST vs TMF
-69.2%
+3,272.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +2.5% | +0.6% | +1.9% | +2.5% |
| 30D | +12.8% | +16.3% | -3.6% | +13.7% |
| 3M | +12.7% | -2.7% | +15.3% | +12.5% |
| 6M | +6.0% | -13.2% | +19.2% | +5.3% |
| YTD | +24.4% | -16.7% | +41.0% | +23.3% |
| 1Y | +16.2% | -22.7% | +39.0% | +14.7% |
| 3Y | +96.9% | -26.1% | +123.0% | +95.6% |
| 5Y | +121.1% | -88.4% | +209.6% | +92.6% |
| 10Y | +758.4% | -81.8% | +840.3% | +711.5% |
| All | +3,203.7% | -69.2% | +3,272.8% | +3,417.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling