+71.8%
COST vs TPR
+292.6%
-220.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | -0.3% |
| 7D | -3.2% | -3.4% | +0.2% | -2.9% |
| 30D | -4.0% | -27.3% | +23.3% | -2.0% |
| 3M | -6.5% | -16.2% | +9.8% | -5.6% |
| 6M | -8.5% | -17.9% | +9.4% | -7.7% |
| YTD | +6.0% | -7.1% | +13.1% | +5.7% |
| 1Y | -5.8% | +13.6% | -19.4% | -8.0% |
| 3Y | +71.8% | +293.7% | -221.9% | +48.0% |
| All | +71.8% | +292.6% | -220.8% | +48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling