+43.1%
COF vs TXG
-62.8%
+105.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.8% | 0.0% |
| 7D | -5.1% | +9.5% | -14.6% | -6.8% |
| 30D | -6.0% | +18.8% | -24.8% | -9.3% |
| 3M | +14.8% | +136.1% | -121.3% | -3.8% |
| 6M | +15.3% | +235.2% | -219.9% | -10.7% |
| YTD | -13.0% | +320.5% | -333.6% | -36.0% |
| 1Y | -5.7% | +425.2% | -430.9% | -34.7% |
| 3Y | +118.1% | +42.9% | +75.2% | +81.4% |
| All | +43.1% | -62.8% | +105.9% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling