+4,492.0%
COP vs TFC
+2,596.5%
+1,895.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +3.0% | +2.4% | +0.6% | +2.1% |
| 30D | +17.5% | -1.3% | +18.8% | +17.9% |
| 3M | +13.4% | +6.1% | +7.3% | +10.6% |
| 6M | +17.7% | +7.3% | +10.4% | +13.7% |
| YTD | +46.6% | +8.2% | +38.4% | +40.9% |
| 1Y | +44.6% | +14.4% | +30.2% | +36.2% |
| 3Y | +20.7% | +93.7% | -73.0% | -6.7% |
| 5Y | +185.0% | +16.4% | +168.6% | +154.7% |
| 10Y | +347.0% | +101.6% | +245.4% | +238.6% |
| All | +4,492.0% | +2,596.5% | +1,895.5% | +2,627.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling