-20.8%
TLT vs COST
+609.8%
-630.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.2% |
| 7D | -1.6% | -2.5% | +0.9% | -1.7% |
| 30D | -1.3% | -4.4% | +3.1% | -1.5% |
| 3M | -3.7% | -8.1% | +4.4% | -4.0% |
| 6M | -6.4% | -9.2% | +2.9% | -6.7% |
| YTD | -4.5% | +5.1% | -9.6% | -4.2% |
| 1Y | -5.9% | -5.1% | -0.8% | -6.0% |
| 3Y | -2.8% | +70.4% | -73.2% | +0.5% |
| 5Y | -35.1% | +104.7% | -139.8% | -31.2% |
| All | -20.8% | +609.8% | -630.5% | -4.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling