+758.9%
COST vs TPR
+386.9%
+372.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +4.6% | +12.1% | -7.5% | +3.2% |
| 30D | +12.8% | +16.7% | -3.9% | +10.6% |
| 3M | +12.1% | -17.4% | +29.5% | +14.2% |
| 6M | +6.0% | +2.3% | +3.7% | +5.1% |
| YTD | +24.4% | +7.1% | +17.2% | +22.1% |
| 1Y | +17.1% | +29.5% | -12.4% | +12.1% |
| 3Y | +92.2% | +415.0% | -322.9% | +50.8% |
| 5Y | +122.5% | +261.5% | -139.0% | +79.4% |
| 10Y | +758.9% | +383.3% | +375.6% | +546.0% |
| All | +758.9% | +386.9% | +372.0% | +546.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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