-5.1%
COF vs TMF
-23.9%
+18.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -1.6% |
| 7D | +0.7% | +4.0% | -3.3% | -0.1% |
| 30D | +5.7% | +19.5% | -13.7% | +1.9% |
| 3M | -6.7% | -3.5% | -3.2% | -6.2% |
| 6M | +9.5% | -10.6% | +20.1% | +11.3% |
| YTD | -13.9% | -17.1% | +3.2% | -12.5% |
| 1Y | -5.1% | -24.3% | +19.2% | -2.8% |
| All | -5.1% | -23.9% | +18.8% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling