+242.0%
COF vs TRMB
+121.9%
+120.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.9% | -0.3% |
| 7D | -5.1% | -3.0% | -2.1% | -3.4% |
| 30D | -6.0% | +2.3% | -8.4% | -7.5% |
| 3M | +14.8% | +15.3% | -0.5% | +4.6% |
| 6M | +15.3% | -14.7% | +30.0% | +25.3% |
| YTD | -13.0% | -26.4% | +13.4% | +3.0% |
| 1Y | -5.7% | -30.4% | +24.7% | +15.1% |
| 3Y | +118.1% | +13.5% | +104.6% | +94.6% |
| 5Y | +46.2% | -38.6% | +84.8% | +82.8% |
| All | +242.0% | +121.9% | +120.1% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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