+108.9%
COST vs TSLL
-54.2%
+163.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +10.9% | -9.7% | +0.7% |
| 7D | +2.5% | -14.3% | +16.8% | +3.0% |
| 30D | +12.8% | -6.2% | +18.9% | +12.7% |
| 3M | +12.7% | +21.2% | -8.5% | +11.0% |
| 6M | +6.0% | -36.6% | +42.6% | +6.8% |
| YTD | +24.4% | -47.8% | +72.1% | +26.0% |
| 1Y | +16.2% | -45.2% | +61.5% | +17.0% |
| 3Y | +96.9% | -3.3% | +100.1% | +74.4% |
| All | +108.9% | -54.2% | +163.1% | +108.5% |
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