+2,700.2%
TFC vs COO
+5,988.7%
-3,288.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.2% |
| 7D | +2.4% | -2.2% | +4.6% | +2.6% |
| 30D | -1.3% | -7.0% | +5.7% | -0.6% |
| 3M | +6.1% | +12.2% | -6.1% | +4.8% |
| 6M | +7.3% | -15.1% | +22.4% | +8.9% |
| YTD | +8.2% | -15.1% | +23.3% | +9.8% |
| 1Y | +14.4% | +2.3% | +12.1% | +14.0% |
| 3Y | +93.7% | -23.7% | +117.4% | +97.5% |
| 5Y | +16.4% | -38.9% | +55.3% | +20.7% |
| 10Y | +101.6% | +49.9% | +51.6% | +95.7% |
| All | +2,700.2% | +5,988.7% | -3,288.5% | +2,284.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling