+4,788.3%
COST vs TPR
+8,066.7%
-3,278.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.4% |
| 7D | +3.9% | +6.4% | -2.5% | +2.6% |
| 30D | +13.5% | +13.8% | -0.2% | +10.4% |
| 3M | +15.3% | -16.6% | +32.0% | +19.0% |
| 6M | +9.2% | +0.7% | +8.5% | +7.9% |
| YTD | +26.9% | +5.3% | +21.5% | +23.2% |
| 1Y | +19.7% | +32.4% | -12.6% | +10.6% |
| 3Y | +96.0% | +406.4% | -310.4% | +30.5% |
| 5Y | +124.0% | +227.9% | -103.9% | +59.1% |
| 10Y | +760.6% | +371.7% | +388.9% | +392.9% |
| All | +4,788.3% | +8,066.7% | -3,278.5% | +1,074.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling