+105.2%
TQQQ vs COF
+44.8%
+60.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +1.9% |
| 7D | -1.9% | -5.1% | +3.2% | +3.8% |
| 30D | -4.9% | -6.0% | +1.2% | +1.6% |
| 3M | -6.4% | +14.8% | -21.2% | -20.2% |
| 6M | +44.4% | +15.3% | +29.1% | +22.3% |
| YTD | +35.2% | -13.0% | +48.2% | +52.5% |
| 1Y | +49.5% | -5.7% | +55.2% | +52.8% |
| 3Y | +250.7% | +118.1% | +132.6% | +32.2% |
| All | +105.2% | +44.8% | +60.3% | +18.3% |
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