+606.1%
COST vs TSEM
+1,313.0%
-706.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.1% |
| 7D | -1.2% | -4.9% | +3.7% | -0.8% |
| 30D | -4.7% | -18.7% | +14.0% | -3.1% |
| 3M | -7.1% | -18.1% | +11.0% | -6.5% |
| 6M | -8.5% | +77.1% | -85.6% | -17.2% |
| YTD | +5.4% | +80.1% | -74.8% | -5.4% |
| 1Y | -5.6% | +220.4% | -226.0% | -22.2% |
| 3Y | +68.5% | +650.1% | -581.6% | +18.8% |
| 5Y | +105.2% | +628.9% | -523.6% | +43.6% |
| All | +606.1% | +1,313.0% | -706.9% | +317.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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