+5,709.6%
COF vs TRMB
+2,419.1%
+3,290.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.2% |
| 7D | +1.2% | -0.3% | +1.5% | +1.3% |
| 30D | -1.4% | -1.2% | -0.2% | -1.1% |
| 3M | +19.0% | +9.6% | +9.4% | +15.4% |
| 6M | +14.9% | -16.1% | +31.0% | +20.7% |
| YTD | -10.7% | -25.0% | +14.3% | -3.0% |
| 1Y | -1.3% | -27.7% | +26.4% | +8.3% |
| 3Y | +124.3% | +15.3% | +109.0% | +113.8% |
| 5Y | +51.1% | -37.4% | +88.5% | +71.0% |
| 10Y | +252.4% | +117.5% | +134.9% | +181.9% |
| All | +5,709.6% | +2,419.1% | +3,290.5% | +2,474.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling