+2,762.3%
COST vs TNA
+944.8%
+1,817.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.2% |
| 7D | -2.8% | -3.6% | +0.8% | -2.3% |
| 30D | -5.3% | -10.1% | +4.8% | -3.9% |
| 3M | -6.7% | +2.7% | -9.4% | -7.5% |
| 6M | -9.9% | +38.4% | -48.4% | -15.3% |
| YTD | +5.1% | +45.4% | -40.3% | -2.2% |
| 1Y | -7.3% | +55.9% | -63.2% | -15.4% |
| 3Y | +70.4% | +109.8% | -39.4% | +39.7% |
| 5Y | +104.4% | -22.5% | +126.9% | +82.9% |
| 10Y | +609.0% | +87.5% | +521.5% | +366.9% |
| All | +2,762.3% | +944.8% | +1,817.5% | +901.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling