+131.2%
TLT vs COST
+3,756.5%
-3,625.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.1% |
| 7D | -0.4% | -3.1% | +2.7% | -0.7% |
| 30D | -0.6% | -2.8% | +2.2% | -0.8% |
| 3M | -2.7% | -5.7% | +2.9% | -3.2% |
| 6M | -5.6% | -8.8% | +3.1% | -6.3% |
| YTD | -2.8% | +6.7% | -9.4% | -2.1% |
| 1Y | -1.4% | -3.6% | +2.2% | -1.6% |
| 3Y | -1.6% | +75.1% | -76.7% | +4.8% |
| 5Y | -33.8% | +108.9% | -142.7% | -27.5% |
| 10Y | -21.1% | +586.2% | -607.3% | +1.5% |
| All | +131.2% | +3,756.5% | -3,625.2% | +280.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling