+151.0%
COF vs TXG
+22.9%
+128.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.5% |
| 7D | -6.1% | +5.0% | -11.1% | -6.9% |
| 30D | -5.2% | +13.5% | -18.7% | -7.5% |
| 3M | +17.0% | +128.0% | -111.0% | -0.1% |
| 6M | +12.9% | +224.4% | -211.5% | -10.3% |
| YTD | -13.5% | +307.0% | -320.5% | -34.4% |
| 1Y | -5.9% | +427.2% | -433.1% | -32.9% |
| 3Y | +117.1% | +40.2% | +77.0% | +82.7% |
| 5Y | +45.4% | -64.0% | +109.4% | +36.5% |
| All | +151.0% | +22.9% | +128.1% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling