+4,009.7%
COST vs TPR
+7,380.8%
-3,371.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -3.1% | -2.3% | -0.8% | -2.7% |
| 30D | -2.8% | -23.0% | +20.2% | +2.1% |
| 3M | -5.7% | -12.5% | +6.8% | -3.7% |
| 6M | -8.8% | -21.4% | +12.7% | -5.3% |
| YTD | +6.7% | -3.5% | +10.2% | +5.7% |
| 1Y | -3.6% | +17.4% | -21.0% | -8.9% |
| 3Y | +75.1% | +291.3% | -216.2% | +23.3% |
| 5Y | +108.9% | +241.9% | -133.0% | +46.6% |
| 10Y | +586.2% | +322.7% | +263.5% | +302.9% |
| All | +4,009.7% | +7,380.8% | -3,371.1% | +907.6% |
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