+13,634.3%
TSM vs COF
+1,922.5%
+11,711.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.0% |
| 7D | +2.7% | +1.8% | +0.9% | +2.1% |
| 30D | +3.6% | -0.6% | +4.2% | +3.7% |
| 3M | -3.4% | +20.3% | -23.7% | -9.4% |
| 6M | +20.6% | +13.0% | +7.6% | +15.4% |
| YTD | +41.9% | -8.3% | +50.2% | +44.4% |
| 1Y | +84.4% | -1.5% | +85.8% | +82.7% |
| 3Y | +380.2% | +122.3% | +258.0% | +256.2% |
| 5Y | +275.3% | +52.5% | +222.8% | +206.9% |
| 10Y | +1,751.4% | +264.9% | +1,486.5% | +942.7% |
| All | +13,634.3% | +1,922.5% | +11,711.9% | +1,829.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling