-1.5%
COF vs TXG
+372.5%
-373.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | +1.8% | +1.8% | 0.0% | +1.6% |
| 30D | -0.6% | +32.0% | -32.6% | -4.0% |
| 3M | +20.3% | +87.0% | -66.7% | +10.3% |
| 6M | +13.0% | +180.1% | -167.0% | -1.5% |
| YTD | -8.3% | +284.1% | -292.5% | -21.6% |
| 1Y | -1.5% | +361.7% | -363.1% | -16.6% |
| All | -1.5% | +372.5% | -373.9% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling