+72.9%
COST vs TT
+122.8%
-49.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.9% | -1.2% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | -2.8% | -7.2% | +4.4% | -1.8% |
| 3M | -5.7% | -3.0% | -2.7% | -5.6% |
| 6M | -8.8% | +1.4% | -10.1% | -9.8% |
| YTD | +6.7% | +15.9% | -9.2% | +2.2% |
| 1Y | -3.6% | +9.4% | -13.1% | -6.7% |
| All | +72.9% | +122.8% | -49.9% | +41.8% |
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