+191.7%
COP vs TFC
+15.2%
+176.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.2% |
| 7D | -0.8% | +2.2% | -3.1% | -1.6% |
| 30D | +15.6% | -2.5% | +18.1% | +16.4% |
| 3M | +14.3% | +4.5% | +9.8% | +12.2% |
| 6M | +17.0% | +11.0% | +6.0% | +11.9% |
| YTD | +47.4% | +5.9% | +41.5% | +42.9% |
| 1Y | +52.4% | +14.6% | +37.8% | +43.5% |
| 3Y | +20.8% | +96.7% | -75.9% | -6.1% |
| 5Y | +191.7% | +15.6% | +176.1% | +158.6% |
| All | +191.7% | +15.2% | +176.5% | +158.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling