+2,733.3%
COST vs TMF
-68.9%
+2,802.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | -3.1% | -1.4% | -1.7% | -3.2% |
| 30D | -2.8% | -2.8% | 0.0% | -2.9% |
| 3M | -5.7% | -10.9% | +5.2% | -6.2% |
| 6M | -8.8% | -21.3% | +12.6% | -9.9% |
| YTD | +6.7% | -15.9% | +22.5% | +5.8% |
| 1Y | -3.6% | -15.7% | +12.1% | -4.4% |
| 3Y | +75.1% | -43.4% | +118.4% | +71.0% |
| 5Y | +108.9% | -87.8% | +196.7% | +83.1% |
| 10Y | +586.2% | -86.7% | +672.9% | +529.6% |
| All | +2,733.3% | -68.9% | +2,802.2% | +2,917.6% |
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 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