+13,634.3%
TSM vs COST
+7,052.0%
+6,582.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.4% |
| 7D | +2.7% | -3.1% | +5.9% | +4.3% |
| 30D | +3.6% | -2.8% | +6.4% | +4.8% |
| 3M | -3.4% | -5.7% | +2.3% | -1.4% |
| 6M | +20.6% | -8.8% | +29.4% | +24.3% |
| YTD | +41.9% | +6.7% | +35.2% | +35.1% |
| 1Y | +84.4% | -3.6% | +88.0% | +83.9% |
| 3Y | +380.2% | +75.1% | +305.1% | +253.1% |
| 5Y | +275.3% | +108.9% | +166.4% | +148.4% |
| 10Y | +1,751.4% | +586.2% | +1,165.2% | +570.4% |
| All | +13,634.3% | +7,052.0% | +6,582.3% | +1,075.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling