+78.1%
COST vs TSLL
-54.0%
+132.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.9% | -8.5% | -1.0% |
| 7D | -3.2% | +5.8% | -9.0% | -3.5% |
| 30D | -4.0% | +21.7% | -25.7% | -5.0% |
| 3M | -6.5% | -28.2% | +21.8% | -5.8% |
| 6M | -8.5% | -29.5% | +20.9% | -8.3% |
| YTD | +6.0% | -47.5% | +53.6% | +7.8% |
| 1Y | -5.8% | -20.8% | +15.0% | -7.6% |
| 3Y | +71.8% | -26.7% | +98.6% | +56.0% |
| All | +78.1% | -54.0% | +132.1% | +78.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling