+45.4%
COF vs TXT
+10.7%
+34.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.2% |
| 7D | -6.1% | -0.2% | -5.9% | -5.9% |
| 30D | -5.2% | -10.2% | +5.1% | +2.1% |
| 3M | +17.0% | -13.3% | +30.3% | +28.0% |
| 6M | +12.9% | -14.4% | +27.3% | +23.9% |
| YTD | -13.5% | -9.1% | -4.4% | -10.1% |
| 1Y | -5.9% | -2.2% | -3.7% | -7.7% |
| 3Y | +117.1% | +5.1% | +112.1% | +95.0% |
| 5Y | +45.4% | +12.8% | +32.6% | +20.0% |
| All | +45.4% | +10.7% | +34.7% | +20.0% |
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