+330.4%
TSM vs COST
+100.1%
+230.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -2.9% | -1.9% |
| 7D | +6.2% | +5.0% | +1.2% | +5.3% |
| 30D | -7.3% | +12.8% | -20.1% | -9.6% |
| 3M | -7.1% | +15.2% | -22.3% | -10.0% |
| 6M | +0.2% | +7.4% | -7.2% | -0.8% |
| YTD | +32.2% | +29.0% | +3.2% | +19.9% |
| 1Y | +42.8% | +20.3% | +22.5% | +33.7% |
| 3Y | +330.4% | +99.0% | +231.4% | +222.3% |
| All | +330.4% | +100.1% | +230.3% | +222.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling