-1.5%
COF vs TCOM
-42.5%
+41.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | +1.8% | -9.5% | +11.3% | +2.8% |
| 30D | -0.6% | -10.7% | +10.2% | +0.5% |
| 3M | +20.3% | -14.6% | +34.9% | +22.0% |
| 6M | +13.0% | -19.3% | +32.3% | +15.6% |
| YTD | -8.3% | -42.9% | +34.6% | -5.5% |
| 1Y | -1.5% | -43.8% | +42.3% | +1.5% |
| All | -1.5% | -42.5% | +41.0% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling