+407.0%
TSM vs COF
+119.0%
+288.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.4% |
| 7D | +4.8% | -2.7% | +7.4% | +5.6% |
| 30D | +4.0% | -3.4% | +7.4% | +5.1% |
| 3M | +2.0% | +15.4% | -13.4% | -3.3% |
| 6M | +25.5% | +14.4% | +11.1% | +19.2% |
| YTD | +44.0% | -12.0% | +56.0% | +47.9% |
| 1Y | +75.4% | -3.7% | +79.2% | +74.2% |
| All | +407.0% | +119.0% | +288.0% | +323.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling