+69.2%
TSM vs COF
-4.6%
+73.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | +1.0% | -5.1% | +6.2% | +2.4% |
| 30D | +1.0% | -6.0% | +7.0% | +2.5% |
| 3M | +2.9% | +14.8% | -11.9% | -2.0% |
| 6M | +22.8% | +15.3% | +7.5% | +16.7% |
| YTD | +43.3% | -13.0% | +56.3% | +42.9% |
| 1Y | +69.2% | -5.7% | +74.9% | +59.8% |
| All | +69.2% | -4.6% | +73.7% | +59.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling