+633.2%
COF vs TKO
+1,395.0%
-761.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | -6.1% | +0.1% | -6.2% | -6.2% |
| 30D | -5.2% | -2.6% | -2.5% | -4.6% |
| 3M | +17.0% | -7.8% | +24.8% | +19.2% |
| 6M | +12.9% | -7.0% | +19.9% | +14.4% |
| YTD | -13.5% | -8.5% | -5.0% | -12.2% |
| 1Y | -5.9% | -1.3% | -4.6% | -6.8% |
| 3Y | +117.1% | +105.0% | +12.2% | +70.3% |
| 5Y | +45.4% | +292.9% | -247.5% | -7.6% |
| 10Y | +244.1% | +979.3% | -735.3% | +49.6% |
| All | +633.2% | +1,395.0% | -761.8% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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