+96.5%
COST vs TSLL
+2.7%
+93.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.4% | -2.9% | +0.3% |
| 7D | +2.5% | +33.0% | -30.5% | +1.6% |
| 30D | +14.6% | +7.7% | +6.9% | +14.1% |
| 3M | +15.2% | +34.7% | -19.5% | +13.6% |
| 6M | +7.2% | -31.5% | +38.7% | +7.7% |
| YTD | +27.4% | -42.4% | +69.8% | +28.4% |
| 1Y | +20.2% | -39.7% | +59.9% | +20.6% |
| All | +96.5% | +2.7% | +93.8% | +85.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling