-20.7%
TLT vs COF
+248.6%
-269.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.2% |
| 7D | -1.6% | -5.1% | +3.5% | -2.0% |
| 30D | -1.1% | -6.0% | +4.9% | -1.6% |
| 3M | -4.9% | +14.8% | -19.7% | -3.8% |
| 6M | -5.0% | +15.3% | -20.4% | -3.8% |
| YTD | -4.4% | -13.0% | +8.7% | -5.2% |
| 1Y | -6.4% | -5.7% | -0.7% | -6.5% |
| 3Y | -2.0% | +118.1% | -120.1% | +6.6% |
| 5Y | -35.0% | +46.2% | -81.2% | -31.7% |
| All | -20.7% | +248.6% | -269.3% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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