+99.0%
COST vs TSLL
-1.1%
+100.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.7% | +5.0% | +1.4% |
| 7D | +5.0% | +17.8% | -12.8% | +4.4% |
| 30D | +12.8% | +8.2% | +4.6% | +12.3% |
| 3M | +15.2% | +20.9% | -5.7% | +14.0% |
| 6M | +7.4% | -37.5% | +44.9% | +8.3% |
| YTD | +29.0% | -44.5% | +73.5% | +30.2% |
| 1Y | +20.3% | -33.0% | +53.2% | +20.0% |
| 3Y | +99.0% | -6.4% | +105.4% | +87.8% |
| All | +99.0% | -1.1% | +100.1% | +87.8% |
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