-2.0%
TLT vs COST
+70.3%
-72.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -1.6% | -1.2% | -0.4% | -1.6% |
| 30D | -1.1% | -4.7% | +3.6% | -0.9% |
| 3M | -4.9% | -7.1% | +2.3% | -4.5% |
| 6M | -5.0% | -8.5% | +3.5% | -4.7% |
| YTD | -4.4% | +5.4% | -9.7% | -4.9% |
| 1Y | -6.4% | -5.6% | -0.8% | -6.3% |
| 3Y | -2.0% | +68.5% | -70.5% | -10.5% |
| All | -2.0% | +70.3% | -72.3% | -10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling