+606.1%
COST vs TRV
+306.9%
+299.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.3% |
| 7D | -1.2% | +1.9% | -3.1% | -1.7% |
| 30D | -4.7% | +1.7% | -6.4% | -5.2% |
| 3M | -7.1% | +23.9% | -31.0% | -12.4% |
| 6M | -8.5% | +26.3% | -34.8% | -14.3% |
| YTD | +5.4% | +30.8% | -25.4% | -2.2% |
| 1Y | -5.6% | +36.3% | -42.0% | -13.5% |
| 3Y | +68.5% | +145.0% | -76.5% | +30.3% |
| 5Y | +105.2% | +163.9% | -58.6% | +54.0% |
| All | +606.1% | +306.9% | +299.2% | +355.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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