+298.3%
COP vs TFC
+90.1%
+208.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -2.4% |
| 7D | -8.4% | +0.3% | -8.7% | -8.7% |
| 30D | +0.3% | +9.2% | -8.9% | -4.7% |
| 3M | +15.1% | -2.9% | +18.0% | +16.3% |
| 6M | +19.8% | +3.5% | +16.3% | +15.8% |
| YTD | +46.8% | +5.4% | +41.4% | +38.8% |
| 1Y | +59.7% | +17.3% | +42.4% | +42.1% |
| 3Y | +28.7% | +96.7% | -68.0% | -18.3% |
| 5Y | +110.7% | -1.1% | +111.8% | +93.3% |
| 10Y | +298.3% | +84.7% | +213.6% | +120.0% |
| All | +298.3% | +90.1% | +208.2% | +120.0% |
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