+3,230.9%
COST vs TRI
+499.2%
+2,731.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | -2.5% | -14.4% | +11.9% | +2.1% |
| 30D | -4.4% | -8.1% | +3.7% | -2.3% |
| 3M | -8.1% | +17.5% | -25.6% | -13.8% |
| 6M | -9.2% | -5.0% | -4.3% | -9.9% |
| YTD | +5.1% | -24.7% | +29.8% | +11.2% |
| 1Y | -5.1% | -41.5% | +36.4% | +9.4% |
| 3Y | +70.4% | -20.3% | +90.7% | +73.7% |
| 5Y | +104.7% | -10.9% | +115.6% | +100.0% |
| 10Y | +608.8% | +190.6% | +418.2% | +361.0% |
| All | +3,230.9% | +499.2% | +2,731.7% | +1,203.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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