+125.1%
TLT vs COF
+819.4%
-694.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.4% |
| 7D | -3.1% | -3.4% | +0.3% | -3.4% |
| 30D | +1.0% | +0.4% | +0.7% | +1.1% |
| 3M | -2.7% | -12.5% | +9.8% | -3.7% |
| 6M | -4.1% | +8.3% | -12.4% | -3.4% |
| YTD | -5.4% | -18.6% | +13.2% | -6.6% |
| 1Y | -7.0% | -8.6% | +1.6% | -7.4% |
| 3Y | +2.8% | +94.7% | -91.8% | +10.0% |
| 5Y | -35.4% | +35.3% | -70.7% | -32.3% |
| 10Y | -13.1% | +185.1% | -198.3% | +0.8% |
| All | +125.1% | +819.4% | -694.3% | +213.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling