+120.8%
COF vs TFC
+91.9%
+28.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -0.8% |
| 7D | -2.7% | -1.3% | -1.4% | -1.6% |
| 30D | -3.4% | -2.3% | -1.0% | -1.5% |
| 3M | +15.4% | +2.5% | +12.9% | +12.5% |
| 6M | +14.4% | +9.5% | +4.9% | +5.4% |
| YTD | -12.0% | +5.1% | -17.0% | -15.7% |
| 1Y | -3.7% | +15.5% | -19.2% | -14.6% |
| All | +120.8% | +91.9% | +28.9% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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