+20.6%
TSM vs COST
-8.6%
+29.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +2.2% |
| 7D | +2.7% | -3.1% | +5.9% | +0.7% |
| 30D | +3.6% | -2.8% | +6.4% | +1.9% |
| 3M | -3.4% | -5.7% | +2.3% | -6.1% |
| 6M | +20.6% | -8.8% | +29.4% | +15.9% |
| All | +20.6% | -8.6% | +29.2% | +15.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling