+242.0%
COF vs TRGP
+863.3%
-621.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.8% |
| 7D | -5.1% | +0.1% | -5.2% | -5.2% |
| 30D | -6.0% | +8.0% | -14.1% | -9.0% |
| 3M | +14.8% | +8.3% | +6.6% | +10.3% |
| 6M | +15.3% | +23.9% | -8.6% | +4.3% |
| YTD | -13.0% | +59.6% | -72.7% | -29.0% |
| 1Y | -5.7% | +79.4% | -85.1% | -26.9% |
| 3Y | +118.1% | +269.4% | -151.3% | +26.1% |
| 5Y | +46.2% | +641.6% | -595.4% | -36.2% |
| All | +242.0% | +863.3% | -621.3% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 10y: compounded portfolio wealth divided by compounded TRGP 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…
10y analysis · Full analysis span regression · 6 months rolling