+606.1%
COST vs TNA
+86.1%
+520.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | -1.2% | -7.3% | +6.1% | -0.3% |
| 30D | -4.7% | -14.2% | +9.5% | -2.9% |
| 3M | -7.1% | -4.6% | -2.6% | -6.9% |
| 6M | -8.5% | +36.9% | -45.5% | -13.4% |
| YTD | +5.4% | +42.5% | -37.2% | -1.2% |
| 1Y | -5.6% | +45.8% | -51.4% | -12.5% |
| 3Y | +68.5% | +104.7% | -36.2% | +40.3% |
| 5Y | +105.2% | -21.7% | +126.9% | +83.8% |
| All | +606.1% | +86.1% | +520.0% | +396.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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