+173.0%
COF vs TW
+206.7%
-33.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | -5.1% | -4.5% | -0.7% | -3.8% |
| 30D | -6.0% | -2.3% | -3.8% | -5.4% |
| 3M | +14.8% | +2.6% | +12.2% | +13.0% |
| 6M | +15.3% | -17.5% | +32.9% | +21.5% |
| YTD | -13.0% | -5.3% | -7.7% | -13.0% |
| 1Y | -5.7% | -14.8% | +9.1% | -2.3% |
| 3Y | +118.1% | +18.8% | +99.3% | +93.4% |
| 5Y | +46.2% | +20.7% | +25.5% | +25.0% |
| All | +173.0% | +206.7% | -33.7% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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