+107.2%
COST vs TRV
+157.5%
-50.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.2% |
| 7D | -2.5% | -1.5% | -1.0% | -2.1% |
| 30D | -4.4% | -1.8% | -2.6% | -4.0% |
| 3M | -8.1% | +21.6% | -29.7% | -12.5% |
| 6M | -9.2% | +22.5% | -31.7% | -13.8% |
| YTD | +5.1% | +28.1% | -23.0% | -1.3% |
| 1Y | -5.1% | +37.0% | -42.1% | -12.5% |
| 3Y | +70.4% | +141.9% | -71.5% | +35.2% |
| All | +107.2% | +157.5% | -50.3% | +64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling