+606.1%
COST vs TRGP
+863.3%
-257.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.3% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | -4.7% | +8.0% | -12.8% | -5.3% |
| 3M | -7.1% | +8.3% | -15.4% | -7.7% |
| 6M | -8.5% | +23.9% | -32.4% | -10.0% |
| YTD | +5.4% | +59.6% | -54.3% | +1.8% |
| 1Y | -5.6% | +79.4% | -85.1% | -9.7% |
| 3Y | +68.5% | +269.4% | -201.0% | +53.0% |
| 5Y | +105.2% | +641.6% | -536.4% | +79.1% |
| All | +606.1% | +863.3% | -257.2% | +525.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling