+118.1%
COF vs TDG
+52.1%
+66.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | 0.0% |
| 7D | -5.1% | -1.9% | -3.3% | -4.3% |
| 30D | -6.0% | -7.7% | +1.7% | -2.5% |
| 3M | +14.8% | -9.3% | +24.2% | +19.9% |
| 6M | +15.3% | -9.4% | +24.7% | +20.0% |
| YTD | -13.0% | -14.3% | +1.2% | -7.7% |
| 1Y | -5.7% | -11.8% | +6.1% | -1.5% |
| 3Y | +118.1% | +52.0% | +66.2% | +88.3% |
| All | +118.1% | +52.1% | +66.0% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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