+11.9%
COST vs TSLL
-48.4%
+60.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -6.3% | +9.0% | +2.4% |
| 7D | +6.6% | -9.4% | +16.1% | +6.2% |
| 30D | +13.5% | +1.6% | +11.9% | +13.6% |
| 3M | +10.6% | +29.4% | -18.8% | +12.2% |
| 6M | +3.6% | -20.1% | +23.8% | +3.6% |
| YTD | +22.1% | -44.5% | +66.6% | +20.6% |
| 1Y | +11.9% | -46.0% | +57.9% | +10.7% |
| All | +11.9% | -48.4% | +60.3% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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