+104.4%
COST vs TT
+143.3%
-38.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -2.8% | +1.4% | -4.2% | -3.2% |
| 30D | -5.3% | -6.7% | +1.4% | -3.5% |
| 3M | -6.7% | -5.4% | -1.2% | -5.8% |
| 6M | -9.9% | +4.4% | -14.3% | -12.4% |
| YTD | +5.1% | +14.9% | -9.8% | -1.4% |
| 1Y | -7.3% | +9.3% | -16.5% | -11.9% |
| 3Y | +70.4% | +121.7% | -51.3% | +17.3% |
| 5Y | +104.4% | +148.2% | -43.7% | +23.8% |
| All | +104.4% | +143.3% | -38.8% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling