-5.1%
COF vs TLN
-17.6%
+12.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.5% | +7.4% | -0.1% |
| 7D | +0.7% | -6.0% | +6.7% | +1.4% |
| 30D | +5.7% | -1.5% | +7.3% | +5.6% |
| 3M | -6.7% | -3.9% | -2.8% | -6.8% |
| 6M | +9.5% | -15.0% | +24.5% | +10.3% |
| YTD | -13.9% | -12.8% | -1.1% | -13.3% |
| 1Y | -5.1% | -17.3% | +12.3% | -4.7% |
| All | -5.1% | -17.6% | +12.5% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling