+15.3%
COF vs TDG
-9.7%
+25.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | -0.1% |
| 7D | -5.1% | -1.9% | -3.3% | -4.2% |
| 30D | -6.0% | -7.7% | +1.7% | -1.9% |
| 3M | +14.8% | -9.3% | +24.2% | +20.7% |
| 6M | +15.3% | -9.4% | +24.7% | +21.5% |
| All | +15.3% | -9.7% | +25.0% | +21.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling