+120.8%
COF vs TXT
+5.5%
+115.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.9% | -1.7% |
| 7D | -2.7% | +0.8% | -3.5% | -3.1% |
| 30D | -3.4% | -10.4% | +7.1% | +3.0% |
| 3M | +15.4% | -14.3% | +29.8% | +25.6% |
| 6M | +14.4% | -15.1% | +29.5% | +24.7% |
| YTD | -12.0% | -8.3% | -3.7% | -9.6% |
| 1Y | -3.7% | -0.7% | -3.0% | -6.8% |
| All | +120.8% | +5.5% | +115.3% | +107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 3y: compounded portfolio wealth divided by compounded TXT 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…
3y analysis · Full analysis span regression · 6 months rolling