-5.9%
COF vs TLN
-23.2%
+17.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.8% | -1.5% |
| 7D | -6.1% | +2.0% | -8.0% | -6.3% |
| 30D | -5.2% | -12.9% | +7.8% | -3.6% |
| 3M | +17.0% | -7.4% | +24.5% | +17.4% |
| 6M | +12.9% | -6.0% | +19.0% | +12.5% |
| YTD | -13.5% | -16.9% | +3.3% | -12.3% |
| 1Y | -5.9% | -22.6% | +16.8% | -2.5% |
| All | -5.9% | -23.2% | +17.3% | -2.5% |
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