+606.1%
COST vs TTMI
+1,127.6%
-521.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.4% | -3.1% | 0.0% |
| 7D | -1.2% | +0.7% | -1.9% | -1.3% |
| 30D | -4.7% | -8.4% | +3.7% | -4.2% |
| 3M | -7.1% | -32.5% | +25.3% | -4.6% |
| 6M | -8.5% | +32.5% | -41.0% | -13.8% |
| YTD | +5.4% | +83.2% | -77.9% | -5.5% |
| 1Y | -5.6% | +161.7% | -167.3% | -20.5% |
| 3Y | +68.5% | +890.1% | -821.6% | +10.9% |
| 5Y | +105.2% | +832.4% | -727.2% | +33.6% |
| All | +606.1% | +1,127.6% | -521.5% | +327.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 10y: compounded portfolio wealth divided by compounded TTMI 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…
10y analysis · Full analysis span regression · 6 months rolling