+60.7%
COP vs TFC
+20.8%
+39.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.0% | -8.1% | -4.9% |
| 7D | -8.1% | +5.1% | -13.2% | -7.8% |
| 30D | +6.7% | +9.8% | -3.1% | +7.2% |
| 3M | +16.9% | -2.4% | +19.3% | +16.7% |
| 6M | +11.2% | +4.9% | +6.3% | +12.0% |
| YTD | +49.5% | +6.6% | +42.9% | +46.7% |
| 1Y | +60.7% | +21.3% | +39.4% | +47.1% |
| All | +60.7% | +20.8% | +39.9% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling