+84.7%
TFC vs COO
+40.7%
+44.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +0.8% |
| 7D | +0.3% | +4.3% | -4.0% | -1.5% |
| 30D | +9.2% | +17.6% | -8.4% | +1.6% |
| 3M | -2.9% | -13.9% | +11.0% | +2.7% |
| 6M | +3.5% | +6.6% | -3.1% | -1.3% |
| YTD | +5.4% | -22.0% | +27.4% | +16.0% |
| 1Y | +17.3% | -8.8% | +26.1% | +19.7% |
| 3Y | +96.7% | -21.5% | +118.2% | +106.1% |
| 5Y | -1.1% | -41.0% | +39.9% | +16.9% |
| 10Y | +84.7% | +40.9% | +43.8% | +76.1% |
| All | +84.7% | +40.7% | +44.0% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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