+50.0%
COF vs TT
+144.3%
-94.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.1% | -2.4% |
| 7D | +1.2% | +1.6% | -0.3% | +0.5% |
| 30D | -1.4% | -7.3% | +5.9% | +2.3% |
| 3M | +19.0% | -2.6% | +21.6% | +20.0% |
| 6M | +14.9% | +5.9% | +9.0% | +10.4% |
| YTD | -10.7% | +15.4% | -26.1% | -18.3% |
| 1Y | -1.3% | +8.2% | -9.5% | -7.0% |
| 3Y | +124.3% | +122.7% | +1.7% | +37.1% |
| All | +50.0% | +144.3% | -94.3% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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