+745.7%
COST vs TT
+738.6%
+7.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.1% | +1.8% |
| 7D | +3.9% | +3.5% | +0.4% | +2.9% |
| 30D | +13.5% | -11.0% | +24.6% | +16.8% |
| 3M | +15.3% | -12.0% | +27.4% | +18.9% |
| 6M | +9.2% | -10.4% | +19.6% | +11.3% |
| YTD | +26.9% | +9.9% | +16.9% | +20.8% |
| 1Y | +19.7% | +1.5% | +18.2% | +16.7% |
| 3Y | +96.0% | +93.7% | +2.3% | +52.3% |
| 5Y | +124.0% | +139.2% | -15.2% | +58.0% |
| All | +745.7% | +738.6% | +7.1% | +305.4% |
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