-6.5%
TLT vs COF
-5.1%
-1.4%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.1% |
| 7D | -1.6% | -6.1% | +4.5% | -1.4% |
| 30D | -1.3% | -5.2% | +3.8% | -1.2% |
| 3M | -3.7% | +17.0% | -20.7% | -3.9% |
| 6M | -6.4% | +12.9% | -19.3% | -6.5% |
| YTD | -4.5% | -13.5% | +9.1% | -5.2% |
| All | -6.5% | -5.1% | -1.4% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling