-5.6%
TLT vs COST
+12.8%
-18.4%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.7% |
| 7D | +1.0% | +6.6% | -5.7% | +0.8% |
| 30D | +6.0% | +13.5% | -7.5% | +5.8% |
| 3M | -0.9% | +10.6% | -11.5% | -1.1% |
| 6M | -2.3% | +3.6% | -5.9% | -2.7% |
| YTD | -3.3% | +22.1% | -25.4% | -4.1% |
| 1Y | -5.6% | +11.9% | -17.5% | -6.6% |
| All | -5.6% | +12.8% | -18.4% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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