+99.0%
COST vs TT
+91.4%
+7.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.4% |
| 7D | +5.0% | +4.0% | +1.0% | +4.5% |
| 30D | +12.8% | -11.3% | +24.1% | +14.4% |
| 3M | +15.2% | -12.3% | +27.5% | +16.9% |
| 6M | +7.4% | -10.8% | +18.3% | +8.4% |
| YTD | +29.0% | +8.2% | +20.9% | +24.2% |
| 1Y | +20.3% | +1.5% | +18.8% | +17.6% |
| 3Y | +99.0% | +91.5% | +7.5% | +55.7% |
| All | +99.0% | +91.4% | +7.6% | +55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling