+176.3%
COF vs TW
+211.2%
-34.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | -2.7% | -0.5% | -2.1% | -2.5% |
| 30D | -3.4% | -0.6% | -2.8% | -3.3% |
| 3M | +15.4% | +3.4% | +12.0% | +13.3% |
| 6M | +14.4% | -18.4% | +32.9% | +21.1% |
| YTD | -12.0% | -3.9% | -8.1% | -12.3% |
| 1Y | -3.7% | -13.3% | +9.6% | -0.8% |
| 3Y | +121.1% | +20.8% | +100.2% | +94.9% |
| 5Y | +47.8% | +20.3% | +27.5% | +26.6% |
| All | +176.3% | +211.2% | -34.9% | +66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling