+11.9%
COST vs TRGP
+89.5%
-77.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.5% | +7.2% | +2.8% |
| 7D | +6.6% | -6.5% | +13.1% | +6.7% |
| 30D | +13.5% | -0.4% | +13.9% | +13.1% |
| 3M | +10.6% | +8.8% | +1.8% | +9.2% |
| 6M | +3.6% | +11.0% | -7.4% | +2.2% |
| YTD | +22.1% | +57.4% | -35.3% | +22.5% |
| 1Y | +11.9% | +87.9% | -76.0% | +13.8% |
| All | +11.9% | +89.5% | -77.7% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 1y: compounded portfolio wealth divided by compounded TRGP 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…
1y analysis · Full analysis span regression · 6 months rolling