+175.7%
COF vs TMF
-82.1%
+257.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.1% | +0.6% |
| 7D | -3.4% | -9.3% | +5.9% | -4.8% |
| 30D | +0.4% | +1.9% | -1.6% | +0.7% |
| 3M | -12.5% | -11.2% | -1.3% | -14.1% |
| 6M | +8.3% | -17.7% | +26.0% | +5.1% |
| YTD | -18.6% | -24.5% | +5.9% | -21.9% |
| 1Y | -8.6% | -29.4% | +20.8% | -13.4% |
| 3Y | +94.7% | -33.4% | +128.1% | +87.9% |
| 5Y | +35.3% | -88.7% | +124.1% | -15.5% |
| All | +175.7% | -82.1% | +257.8% | +128.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling