+242.8%
COST vs TXG
+24.6%
+218.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.0% |
| 7D | -2.8% | +9.1% | -11.9% | -3.3% |
| 30D | -5.3% | +14.9% | -20.2% | -6.1% |
| 3M | -6.7% | +120.0% | -126.6% | -11.6% |
| 6M | -9.9% | +221.8% | -231.8% | -17.3% |
| YTD | +5.1% | +312.6% | -307.4% | -5.4% |
| 1Y | -7.3% | +398.4% | -405.7% | -18.3% |
| 3Y | +70.4% | +42.1% | +28.3% | +61.4% |
| 5Y | +104.4% | -63.5% | +167.9% | +102.5% |
| All | +242.8% | +24.6% | +218.2% | +208.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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