-0.9%
TLT vs COF
+119.0%
-119.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.9% | -0.6% |
| 7D | -0.3% | -2.7% | +2.4% | -0.3% |
| 30D | 0.0% | -3.4% | +3.3% | 0.0% |
| 3M | -2.9% | +15.4% | -18.3% | -2.7% |
| 6M | -6.3% | +14.4% | -20.7% | -6.1% |
| YTD | -3.3% | -12.0% | +8.6% | -3.7% |
| 1Y | -4.2% | -3.7% | -0.5% | -4.3% |
| All | -0.9% | +119.0% | -119.9% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling