+601.6%
COF vs TRGP
+2,242.0%
-1,640.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.1% |
| 7D | -2.7% | -0.7% | -1.9% | -2.4% |
| 30D | -3.4% | +9.5% | -12.8% | -6.3% |
| 3M | +15.4% | +10.8% | +4.6% | +10.6% |
| 6M | +14.4% | +25.3% | -10.9% | +4.8% |
| YTD | -12.0% | +60.3% | -72.2% | -25.9% |
| 1Y | -3.7% | +84.6% | -88.3% | -23.0% |
| 3Y | +121.1% | +264.4% | -143.3% | +40.7% |
| 5Y | +47.8% | +636.6% | -588.8% | -25.4% |
| 10Y | +250.3% | +848.9% | -598.6% | +32.1% |
| All | +601.6% | +2,242.0% | -1,640.3% | +38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling