+2.8%
TLT vs COF
+95.3%
-92.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.4% |
| 7D | -3.1% | -3.4% | +0.3% | -3.1% |
| 30D | +1.0% | +0.4% | +0.7% | +1.0% |
| 3M | -2.7% | -12.5% | +9.8% | -2.8% |
| 6M | -4.1% | +8.3% | -12.4% | -4.0% |
| YTD | -5.4% | -18.6% | +13.2% | -5.8% |
| 1Y | -7.0% | -8.6% | +1.6% | -7.1% |
| 3Y | +2.8% | +94.7% | -91.8% | +1.1% |
| All | +2.8% | +95.3% | -92.5% | +1.1% |
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