+277.6%
TSM vs COF
+44.1%
+233.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.0% |
| 7D | +2.6% | -6.1% | +8.7% | +4.9% |
| 30D | +1.4% | -5.2% | +6.6% | +3.2% |
| 3M | +5.0% | +17.0% | -12.0% | -1.5% |
| 6M | +24.0% | +12.9% | +11.0% | +17.8% |
| YTD | +41.6% | -13.5% | +55.1% | +47.1% |
| 1Y | +66.2% | -5.9% | +72.0% | +66.7% |
| 3Y | +398.2% | +117.1% | +281.1% | +256.5% |
| 5Y | +277.6% | +45.4% | +232.2% | +196.3% |
| All | +277.6% | +44.1% | +233.5% | +196.3% |
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