+688.0%
COST vs TRU
+226.0%
+462.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.7% |
| 7D | -2.8% | -6.5% | +3.7% | -1.4% |
| 30D | -5.3% | -2.5% | -2.8% | -4.9% |
| 3M | -6.7% | +10.4% | -17.0% | -9.0% |
| 6M | -9.9% | +1.6% | -11.6% | -11.0% |
| YTD | +5.1% | -9.7% | +14.8% | +6.0% |
| 1Y | -7.3% | -17.3% | +10.0% | -5.0% |
| 3Y | +70.4% | -1.8% | +72.2% | +61.2% |
| 5Y | +104.4% | -36.2% | +140.6% | +110.9% |
| 10Y | +609.0% | +143.2% | +465.8% | +445.1% |
| All | +688.0% | +226.0% | +462.0% | +489.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling