-5.6%
COST vs TTMI
+155.3%
-161.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.4% | -3.1% | +0.5% |
| 7D | -1.2% | +0.7% | -1.9% | -1.1% |
| 30D | -4.7% | -8.4% | +3.7% | -5.0% |
| 3M | -7.1% | -32.5% | +25.3% | -8.2% |
| 6M | -8.5% | +32.5% | -41.0% | -6.9% |
| YTD | +5.4% | +83.2% | -77.9% | +9.6% |
| 1Y | -5.6% | +161.7% | -167.3% | +4.6% |
| All | -5.6% | +155.3% | -161.0% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling