+760.1%
COST vs TPR
+364.3%
+395.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | +5.0% | -0.3% | +5.3% | +5.0% |
| 30D | +12.8% | +15.1% | -2.3% | +10.9% |
| 3M | +15.2% | +3.5% | +11.7% | +14.6% |
| 6M | +7.4% | +0.4% | +7.0% | +6.7% |
| YTD | +29.0% | +4.6% | +24.4% | +27.0% |
| 1Y | +20.3% | +33.1% | -12.8% | +14.8% |
| 3Y | +99.0% | +396.0% | -297.0% | +57.0% |
| 5Y | +125.7% | +230.3% | -104.6% | +84.0% |
| All | +760.1% | +364.3% | +395.8% | +557.4% |
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