+43.1%
COF vs TCOM
+29.4%
+13.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.3% | +0.4% |
| 7D | -5.1% | -4.9% | -0.2% | -4.4% |
| 30D | -6.0% | -14.4% | +8.4% | -3.8% |
| 3M | +14.8% | -17.7% | +32.5% | +17.9% |
| 6M | +15.3% | -25.1% | +40.4% | +20.1% |
| YTD | -13.0% | -45.7% | +32.7% | -5.3% |
| 1Y | -5.7% | -47.9% | +42.1% | +3.3% |
| 3Y | +118.1% | +8.9% | +109.2% | +105.4% |
| All | +43.1% | +29.4% | +13.7% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling