+97.4%
COF vs TLN
+571.8%
-474.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.8% | -1.3% |
| 7D | -6.1% | +2.0% | -8.0% | -6.4% |
| 30D | -5.2% | -12.9% | +7.8% | -3.1% |
| 3M | +17.0% | -7.4% | +24.5% | +17.7% |
| 6M | +12.9% | -6.0% | +19.0% | +12.4% |
| YTD | -13.5% | -16.9% | +3.3% | -12.4% |
| 1Y | -5.9% | -22.6% | +16.8% | -3.9% |
| 3Y | +117.1% | +469.0% | -351.9% | +58.6% |
| All | +97.4% | +571.8% | -474.4% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling