+126.1%
TLT vs COST
+4,506.4%
-4,380.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.4% |
| 7D | -2.7% | +2.5% | -5.2% | -2.5% |
| 30D | +2.2% | +14.6% | -12.4% | +3.4% |
| 3M | -1.7% | +15.2% | -16.9% | -0.4% |
| 6M | -4.0% | +7.2% | -11.2% | -3.3% |
| YTD | -4.9% | +27.4% | -32.4% | -2.7% |
| 1Y | -7.4% | +20.2% | -27.6% | -5.7% |
| 3Y | +3.0% | +96.9% | -93.8% | +10.9% |
| 5Y | -35.1% | +122.8% | -157.9% | -28.8% |
| 10Y | -12.7% | +764.3% | -777.0% | +14.9% |
| All | +126.1% | +4,506.4% | -4,380.4% | +278.1% |
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 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