+118.5%
COST vs TPR
+255.4%
-136.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | +4.1% | +14.2% | -10.1% | +2.3% |
| 30D | +12.0% | +17.1% | -5.1% | +9.6% |
| 3M | +11.2% | -17.7% | +28.9% | +13.6% |
| 6M | +6.1% | -10.2% | +16.3% | +6.8% |
| YTD | +22.9% | +4.9% | +18.0% | +20.4% |
| 1Y | +14.7% | +36.1% | -21.4% | +7.9% |
| 3Y | +92.3% | +416.5% | -324.1% | +38.4% |
| All | +118.5% | +255.4% | -136.9% | +63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling