+152.5%
COF vs TXG
+27.0%
+125.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.8% | 0.0% |
| 7D | -5.1% | +9.5% | -14.6% | -6.7% |
| 30D | -6.0% | +18.8% | -24.8% | -9.1% |
| 3M | +14.8% | +136.1% | -121.3% | -2.5% |
| 6M | +15.3% | +235.2% | -219.9% | -8.9% |
| YTD | -13.0% | +320.5% | -333.6% | -34.4% |
| 1Y | -5.7% | +425.2% | -430.9% | -32.7% |
| 3Y | +118.1% | +42.9% | +75.2% | +82.9% |
| 5Y | +46.2% | -62.8% | +109.1% | +36.5% |
| All | +152.5% | +27.0% | +125.5% | +64.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling