+9.2%
COST vs TT
-8.8%
+17.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.1% | +2.2% |
| 7D | +3.9% | +3.5% | +0.4% | +4.5% |
| 30D | +13.5% | -11.0% | +24.6% | +11.6% |
| 3M | +15.3% | -12.0% | +27.4% | +12.4% |
| 6M | +9.2% | -10.4% | +19.6% | +7.0% |
| All | +9.2% | -8.8% | +17.9% | +7.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling