-35.1%
TLT vs COF
+44.1%
-79.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.2% |
| 7D | -1.6% | -6.1% | +4.5% | -1.6% |
| 30D | -1.3% | -5.2% | +3.8% | -1.4% |
| 3M | -3.7% | +17.0% | -20.7% | -3.5% |
| 6M | -6.4% | +12.9% | -19.3% | -6.2% |
| YTD | -4.5% | -13.5% | +9.1% | -4.7% |
| 1Y | -5.9% | -5.9% | 0.0% | -5.9% |
| 3Y | -2.8% | +117.1% | -119.9% | -1.5% |
| 5Y | -35.1% | +45.4% | -80.5% | -36.8% |
| All | -35.1% | +44.1% | -79.2% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling