+606.1%
COST vs TMO
+338.2%
+267.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | -1.2% | -0.6% | -0.6% | -1.0% |
| 30D | -4.7% | +1.1% | -5.8% | -5.1% |
| 3M | -7.1% | +28.3% | -35.5% | -13.9% |
| 6M | -8.5% | +23.3% | -31.8% | -14.8% |
| YTD | +5.4% | +5.5% | -0.1% | +2.8% |
| 1Y | -5.6% | +24.5% | -30.2% | -13.2% |
| 3Y | +68.5% | +19.6% | +48.9% | +53.4% |
| 5Y | +105.2% | +8.1% | +97.1% | +91.1% |
| All | +606.1% | +338.2% | +267.8% | +320.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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