+265.7%
TSM vs COF
+35.3%
+230.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.4% | -1.9% |
| 7D | +6.2% | -3.4% | +9.6% | +7.5% |
| 30D | -7.3% | +0.4% | -7.6% | -7.5% |
| 3M | -7.1% | -12.5% | +5.4% | -2.7% |
| 6M | +0.2% | +8.3% | -8.1% | -3.5% |
| YTD | +32.2% | -18.6% | +50.8% | +40.4% |
| 1Y | +42.8% | -8.6% | +51.4% | +44.9% |
| 3Y | +330.4% | +94.7% | +235.7% | +216.7% |
| All | +265.7% | +35.3% | +230.3% | +204.4% |
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