+118.1%
COF vs TW
+19.1%
+99.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | -5.1% | -4.5% | -0.7% | -4.7% |
| 30D | -6.0% | -2.3% | -3.8% | -5.8% |
| 3M | +14.8% | +2.6% | +12.2% | +14.3% |
| 6M | +15.3% | -17.5% | +32.9% | +18.4% |
| YTD | -13.0% | -5.3% | -7.7% | -12.7% |
| 1Y | -5.7% | -14.8% | +9.1% | -3.7% |
| 3Y | +118.1% | +18.8% | +99.3% | +114.1% |
| All | +118.1% | +19.1% | +99.1% | +114.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling