+76.5%
TXN vs COF
+116.3%
-39.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.2% | +3.6% |
| 7D | +4.0% | -5.1% | +9.1% | +6.3% |
| 30D | -2.9% | -6.0% | +3.2% | -0.4% |
| 3M | -9.1% | +14.8% | -23.9% | -14.9% |
| 6M | +36.6% | +15.3% | +21.3% | +27.1% |
| YTD | +57.5% | -13.0% | +70.5% | +65.5% |
| 1Y | +49.5% | -5.7% | +55.2% | +50.4% |
| 3Y | +76.5% | +118.1% | -41.6% | +31.3% |
| All | +76.5% | +116.3% | -39.7% | +31.3% |
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 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