-5.7%
COF vs TRGP
+82.5%
-88.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.5% |
| 7D | -5.1% | +0.1% | -5.2% | -5.1% |
| 30D | -6.0% | +8.0% | -14.1% | -5.4% |
| 3M | +14.8% | +8.3% | +6.6% | +15.6% |
| 6M | +15.3% | +23.9% | -8.6% | +14.5% |
| YTD | -13.0% | +59.6% | -72.7% | -18.0% |
| 1Y | -5.7% | +79.4% | -85.1% | -15.2% |
| All | -5.7% | +82.5% | -88.2% | -15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling