-34.7%
TLT vs COST
+126.7%
-161.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | 0.0% |
| 7D | -1.0% | +3.9% | -5.0% | -1.2% |
| 30D | +3.7% | +13.5% | -9.8% | +3.2% |
| 3M | -0.8% | +15.3% | -16.1% | -1.3% |
| 6M | -3.6% | +9.2% | -12.7% | -4.0% |
| YTD | -3.9% | +26.9% | -30.8% | -4.9% |
| 1Y | -6.2% | +19.7% | -25.9% | -7.0% |
| 3Y | +4.2% | +96.0% | -91.9% | +1.4% |
| 5Y | -34.7% | +124.0% | -158.7% | -35.3% |
| All | -34.7% | +126.7% | -161.4% | -35.3% |
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