+106.2%
COST vs TPR
+230.0%
-123.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | -0.1% |
| 7D | -3.2% | -3.4% | +0.2% | -2.7% |
| 30D | -4.0% | -27.3% | +23.3% | -0.2% |
| 3M | -6.5% | -16.2% | +9.8% | -4.8% |
| 6M | -8.5% | -17.9% | +9.4% | -7.0% |
| YTD | +6.0% | -7.1% | +13.1% | +5.7% |
| 1Y | -5.8% | +13.6% | -19.4% | -9.2% |
| 3Y | +71.8% | +293.7% | -221.9% | +30.2% |
| 5Y | +106.2% | +239.1% | -132.9% | +56.5% |
| All | +106.2% | +230.0% | -123.7% | +56.5% |
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