-3.6%
COST vs TRU
-7.3%
+3.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.9% | +4.9% | -0.7% |
| 7D | -3.1% | -6.8% | +3.6% | -2.8% |
| 30D | -2.8% | 0.0% | -2.8% | -2.8% |
| 3M | -5.7% | +13.3% | -19.0% | -6.2% |
| 6M | -8.8% | +3.4% | -12.2% | -9.0% |
| YTD | +6.7% | -6.4% | +13.0% | +6.8% |
| 1Y | -3.6% | -9.7% | +6.1% | -3.2% |
| All | -3.6% | -7.3% | +3.7% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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