+1,789.0%
TSM vs COST
+609.9%
+1,179.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | +4.8% | -2.8% | +7.6% | +6.1% |
| 30D | +4.0% | -5.3% | +9.3% | +6.4% |
| 3M | +2.0% | -6.7% | +8.6% | +4.4% |
| 6M | +25.5% | -9.9% | +35.4% | +29.9% |
| YTD | +44.0% | +5.1% | +38.9% | +37.6% |
| 1Y | +75.4% | -7.3% | +82.7% | +78.0% |
| 3Y | +406.7% | +70.4% | +336.4% | +271.3% |
| 5Y | +285.0% | +104.4% | +180.6% | +152.7% |
| All | +1,789.0% | +609.9% | +1,179.0% | +713.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling