+35.7%
COF vs TXT
+8.5%
+27.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.5% | +1.3% |
| 7D | -3.4% | +0.1% | -3.5% | -3.5% |
| 30D | +0.4% | +13.3% | -13.0% | -8.4% |
| 3M | -12.5% | -5.0% | -7.6% | -10.1% |
| 6M | +8.3% | -8.4% | +16.7% | +13.2% |
| YTD | -18.6% | -4.0% | -14.6% | -19.0% |
| 1Y | -8.6% | +2.8% | -11.4% | -13.8% |
| 3Y | +94.7% | +10.3% | +84.4% | +68.3% |
| All | +35.7% | +8.5% | +27.2% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling