+328.6%
TMO vs COF
+248.6%
+80.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | -0.6% | -5.1% | +4.5% | +0.6% |
| 30D | +1.1% | -6.0% | +7.2% | +2.5% |
| 3M | +28.3% | +14.8% | +13.5% | +24.1% |
| 6M | +23.3% | +15.3% | +7.9% | +19.1% |
| YTD | +5.5% | -13.0% | +18.5% | +8.1% |
| 1Y | +24.5% | -5.7% | +30.3% | +25.1% |
| 3Y | +19.6% | +118.1% | -98.6% | -0.9% |
| 5Y | +8.1% | +46.2% | -38.1% | -5.4% |
| All | +328.6% | +248.6% | +80.0% | +197.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling