+68.5%
COST vs TRGP
+260.3%
-191.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -5.7% |
| 3M | -7.1% | +8.3% | -15.4% | -8.3% |
| 6M | -8.5% | +23.9% | -32.4% | -11.2% |
| YTD | +5.4% | +59.6% | -54.3% | -1.0% |
| 1Y | -5.6% | +79.4% | -85.1% | -13.0% |
| 3Y | +68.5% | +269.4% | -201.0% | +42.7% |
| All | +68.5% | +260.3% | -191.8% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling