+86.2%
TFC vs COO
-25.3%
+111.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.4% |
| 7D | +1.2% | +4.7% | -3.5% | -0.2% |
| 30D | +8.3% | +13.9% | -5.6% | +4.2% |
| 3M | -5.2% | -14.9% | +9.8% | -0.7% |
| 6M | -0.8% | +2.0% | -2.8% | -2.6% |
| YTD | +3.4% | -23.9% | +27.4% | +12.1% |
| 1Y | +17.0% | -9.6% | +26.6% | +19.7% |
| 3Y | +86.2% | -25.4% | +111.6% | +86.5% |
| All | +86.2% | -25.3% | +111.5% | +86.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling