+98.6%
TFC vs COO
+43.7%
+54.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -0.9% |
| 7D | +2.2% | -2.3% | +4.5% | +3.3% |
| 30D | -2.5% | -8.8% | +6.3% | +1.6% |
| 3M | +4.5% | +1.3% | +3.2% | +3.5% |
| 6M | +11.0% | -11.6% | +22.5% | +16.6% |
| YTD | +5.9% | -17.4% | +23.3% | +14.8% |
| 1Y | +14.6% | -1.6% | +16.2% | +13.8% |
| 3Y | +96.7% | -22.6% | +119.4% | +110.6% |
| 5Y | +15.6% | -40.3% | +55.9% | +37.8% |
| 10Y | +98.6% | +45.2% | +53.4% | +85.7% |
| All | +98.6% | +43.7% | +54.9% | +85.7% |
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