+411.0%
TSM vs COST
+72.5%
+338.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.5% |
| 7D | +6.0% | -3.2% | +9.2% | +7.0% |
| 30D | +4.5% | -4.0% | +8.5% | +5.5% |
| 3M | +3.1% | -6.5% | +9.6% | +4.7% |
| 6M | +30.2% | -8.5% | +38.7% | +32.5% |
| YTD | +45.2% | +6.0% | +39.2% | +37.5% |
| 1Y | +79.6% | -5.8% | +85.4% | +79.9% |
| 3Y | +411.0% | +71.8% | +339.2% | +253.1% |
| All | +411.0% | +72.5% | +338.5% | +253.1% |
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 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