+9,487.0%
TXN vs COF
+5,555.9%
+3,931.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.2% | +3.6% |
| 7D | +4.0% | -5.1% | +9.1% | +5.6% |
| 30D | -2.9% | -6.0% | +3.2% | -1.1% |
| 3M | -9.1% | +14.8% | -23.9% | -13.1% |
| 6M | +36.6% | +15.3% | +21.3% | +30.2% |
| YTD | +57.5% | -13.0% | +70.5% | +62.6% |
| 1Y | +49.5% | -5.7% | +55.2% | +50.3% |
| 3Y | +76.5% | +118.1% | -41.6% | +36.7% |
| 5Y | +62.4% | +46.2% | +16.2% | +38.2% |
| 10Y | +429.7% | +246.1% | +183.6% | +229.4% |
| All | +9,487.0% | +5,555.9% | +3,931.1% | +1,878.7% |
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