+419.8%
TXN vs COF
+248.6%
+171.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.2% | +3.6% |
| 7D | +4.0% | -5.1% | +9.1% | +6.1% |
| 30D | -2.9% | -6.0% | +3.2% | -0.6% |
| 3M | -9.1% | +14.8% | -23.9% | -14.2% |
| 6M | +36.6% | +15.3% | +21.3% | +28.3% |
| YTD | +57.5% | -13.0% | +70.5% | +63.9% |
| 1Y | +49.5% | -5.7% | +55.2% | +50.3% |
| 3Y | +76.5% | +118.1% | -41.6% | +27.2% |
| 5Y | +62.4% | +46.2% | +16.2% | +31.2% |
| All | +419.8% | +248.6% | +171.2% | +204.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling