+1,757.2%
TSM vs COST
+609.8%
+1,147.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +2.6% | -2.5% | +5.1% | +3.8% |
| 30D | +1.4% | -4.4% | +5.9% | +3.3% |
| 3M | +5.0% | -8.1% | +13.1% | +8.3% |
| 6M | +24.0% | -9.2% | +33.2% | +27.8% |
| YTD | +41.6% | +5.1% | +36.5% | +35.3% |
| 1Y | +66.2% | -5.1% | +71.3% | +66.7% |
| 3Y | +398.2% | +70.4% | +327.9% | +265.1% |
| 5Y | +277.6% | +104.7% | +172.9% | +147.6% |
| All | +1,757.2% | +609.8% | +1,147.4% | +700.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling