+340.2%
COP vs TFC
+97.4%
+242.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.5% |
| 7D | -0.5% | -1.3% | +0.8% | +0.2% |
| 30D | +11.7% | -2.3% | +14.1% | +12.9% |
| 3M | +17.7% | +2.5% | +15.2% | +15.2% |
| 6M | +18.3% | +9.5% | +8.8% | +10.5% |
| YTD | +49.1% | +5.1% | +44.0% | +41.7% |
| 1Y | +53.3% | +15.5% | +37.8% | +37.7% |
| 3Y | +22.2% | +95.2% | -73.0% | -22.7% |
| 5Y | +193.3% | +14.5% | +178.8% | +142.2% |
| 10Y | +340.2% | +97.2% | +243.0% | +129.9% |
| All | +340.2% | +97.4% | +242.8% | +129.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling