+132.9%
COF vs TE
-49.8%
+182.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.5% | -1.2% |
| 7D | -2.7% | +15.0% | -17.6% | -4.0% |
| 30D | -3.4% | -7.5% | +4.2% | -3.0% |
| 3M | +15.4% | -42.0% | +57.4% | +19.5% |
| 6M | +14.4% | -31.4% | +45.8% | +13.8% |
| YTD | -12.0% | -26.5% | +14.5% | -14.1% |
| 1Y | -3.7% | +153.1% | -156.8% | -20.6% |
| 3Y | +121.1% | -20.7% | +141.7% | +86.0% |
| 5Y | +47.8% | -45.4% | +93.3% | +25.4% |
| All | +132.9% | -49.8% | +182.7% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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