+604.2%
COST vs TT
+954.8%
-350.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | -2.5% | -1.0% | -1.5% | -2.2% |
| 30D | -4.4% | -8.9% | +4.5% | -2.0% |
| 3M | -8.1% | -1.8% | -6.3% | -8.1% |
| 6M | -9.2% | +1.9% | -11.1% | -10.8% |
| YTD | +5.1% | +13.8% | -8.7% | -0.4% |
| 1Y | -5.1% | +6.1% | -11.2% | -8.4% |
| 3Y | +70.4% | +119.6% | -49.2% | +27.9% |
| 5Y | +104.7% | +145.9% | -41.1% | +44.4% |
| All | +604.2% | +954.8% | -350.6% | +246.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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