+5,709.6%
COF vs TFC
+1,415.7%
+4,293.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.4% | -0.7% |
| 7D | +1.2% | +2.2% | -1.0% | -0.7% |
| 30D | -1.4% | -2.5% | +1.1% | +0.8% |
| 3M | +19.0% | +4.5% | +14.5% | +13.7% |
| 6M | +14.9% | +11.0% | +3.9% | +3.9% |
| YTD | -10.7% | +5.9% | -16.6% | -15.5% |
| 1Y | -1.3% | +14.6% | -15.9% | -13.0% |
| 3Y | +124.3% | +96.7% | +27.6% | +19.6% |
| 5Y | +51.1% | +15.6% | +35.6% | +23.1% |
| 10Y | +252.4% | +98.6% | +153.8% | +70.6% |
| All | +5,709.6% | +1,415.7% | +4,293.9% | +722.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling