+131.2%
TLT vs COF
+908.3%
-777.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | -0.2% |
| 7D | +0.4% | +1.2% | -0.8% | +0.5% |
| 30D | -0.3% | -1.4% | +1.1% | -0.4% |
| 3M | -1.7% | +19.0% | -20.8% | -0.3% |
| 6M | -4.9% | +14.9% | -19.8% | -3.7% |
| YTD | -2.8% | -10.7% | +7.9% | -3.4% |
| 1Y | -4.2% | -1.3% | -2.9% | -4.0% |
| 3Y | -1.1% | +124.3% | -125.4% | +7.0% |
| 5Y | -33.7% | +51.1% | -84.8% | -29.9% |
| 10Y | -20.7% | +252.4% | -273.0% | -6.4% |
| All | +131.2% | +908.3% | -777.1% | +223.9% |
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 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