+17.1%
COST vs TSLL
-47.7%
+64.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +10.9% | -9.7% | +1.7% |
| 7D | +2.5% | -14.3% | +16.8% | +2.0% |
| 30D | +12.8% | -6.2% | +18.9% | +12.7% |
| 3M | +12.7% | +21.2% | -8.5% | +14.2% |
| 6M | +6.0% | -36.6% | +42.6% | +5.1% |
| YTD | +24.4% | -47.8% | +72.1% | +22.6% |
| All | +17.1% | -47.7% | +64.8% | +15.7% |
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