+516.1%
COF vs TDY
+7,056.0%
-6,539.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.1% |
| 7D | -5.1% | -1.1% | -4.0% | -4.7% |
| 30D | -6.0% | -12.0% | +6.0% | -0.8% |
| 3M | +14.8% | -3.2% | +18.0% | +16.2% |
| 6M | +15.3% | -7.9% | +23.2% | +18.9% |
| YTD | -13.0% | +18.2% | -31.3% | -19.8% |
| 1Y | -5.7% | +6.7% | -12.4% | -9.3% |
| 3Y | +118.1% | +47.5% | +70.6% | +82.5% |
| 5Y | +46.2% | +39.5% | +6.7% | +25.3% |
| 10Y | +246.1% | +477.2% | -231.1% | +76.6% |
| All | +516.1% | +7,056.0% | -6,539.9% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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