+45.4%
COF vs TRMB
-39.6%
+85.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.2% |
| 7D | -6.1% | -5.4% | -0.6% | -2.9% |
| 30D | -5.2% | -2.0% | -3.2% | -4.3% |
| 3M | +17.0% | +12.3% | +4.7% | +8.4% |
| 6M | +12.9% | -17.6% | +30.5% | +25.2% |
| YTD | -13.5% | -27.5% | +13.9% | +3.2% |
| 1Y | -5.9% | -29.1% | +23.2% | +13.4% |
| 3Y | +117.1% | +11.5% | +105.6% | +98.4% |
| 5Y | +45.4% | -39.5% | +84.8% | +67.3% |
| All | +45.4% | -39.6% | +85.0% | +67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling