+11,743.1%
COST vs TT
+16,138.6%
-4,395.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.9% | -1.3% |
| 7D | -3.1% | 0.0% | -3.1% | -3.2% |
| 30D | -2.8% | -7.2% | +4.4% | -0.7% |
| 3M | -5.7% | -3.0% | -2.7% | -5.4% |
| 6M | -8.8% | +1.4% | -10.1% | -10.1% |
| YTD | +6.7% | +15.9% | -9.2% | +0.6% |
| 1Y | -3.6% | +9.4% | -13.1% | -7.9% |
| 3Y | +75.1% | +124.4% | -49.3% | +32.4% |
| 5Y | +108.9% | +138.0% | -29.1% | +53.6% |
| 10Y | +586.2% | +886.4% | -300.2% | +216.5% |
| All | +11,743.1% | +16,138.6% | -4,395.6% | +1,713.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling