+749.2%
COST vs TT
+737.0%
+12.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +2.5% | +8.1% | -5.6% | +0.4% |
| 30D | +14.6% | -11.3% | +25.9% | +17.9% |
| 3M | +15.2% | -11.2% | +26.4% | +18.4% |
| 6M | +7.2% | -8.9% | +16.1% | +8.8% |
| YTD | +27.4% | +9.7% | +17.7% | +21.3% |
| 1Y | +20.2% | +1.3% | +18.9% | +17.2% |
| 3Y | +96.9% | +93.4% | +3.5% | +53.0% |
| 5Y | +122.8% | +133.5% | -10.7% | +58.1% |
| All | +749.2% | +737.0% | +12.2% | +307.3% |
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