-34.5%
TLT vs COST
+105.5%
-140.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +0.4% | -3.2% | +3.6% | +0.5% |
| 30D | -0.3% | -4.0% | +3.7% | -0.2% |
| 3M | -1.7% | -6.5% | +4.7% | -1.5% |
| 6M | -4.9% | -8.5% | +3.6% | -4.7% |
| YTD | -2.8% | +6.0% | -8.8% | -3.1% |
| 1Y | -4.2% | -5.8% | +1.6% | -4.1% |
| 3Y | -1.1% | +71.8% | -72.9% | -3.1% |
| All | -34.5% | +105.5% | -140.0% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling