+124.3%
COF vs THC
+253.4%
-129.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -2.2% |
| 7D | +1.2% | -2.6% | +3.8% | +1.6% |
| 30D | -1.4% | -1.2% | -0.2% | -1.2% |
| 3M | +19.0% | +58.9% | -39.9% | +10.4% |
| 6M | +14.9% | +9.3% | +5.5% | +12.5% |
| YTD | -10.7% | +30.4% | -41.0% | -15.0% |
| 1Y | -1.3% | +34.6% | -35.9% | -6.9% |
| 3Y | +124.3% | +246.7% | -122.4% | +69.8% |
| All | +124.3% | +253.4% | -129.1% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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