+5,862.7%
COF vs TXT
+807.3%
+5,055.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +1.8% | -4.8% | +6.6% | +4.8% |
| 30D | -0.6% | -10.6% | +10.0% | +6.1% |
| 3M | +20.3% | -13.2% | +33.5% | +29.9% |
| 6M | +13.0% | -20.3% | +33.4% | +27.9% |
| YTD | -8.3% | -9.3% | +0.9% | -4.5% |
| 1Y | -1.5% | -2.7% | +1.2% | -1.8% |
| 3Y | +122.3% | +1.4% | +120.9% | +114.6% |
| 5Y | +52.5% | +9.6% | +42.9% | +40.8% |
| 10Y | +264.9% | +94.9% | +170.0% | +132.0% |
| All | +5,862.7% | +807.3% | +5,055.4% | +1,152.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling