+188.1%
COF vs TMF
-81.8%
+269.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.7% |
| 7D | -4.5% | -3.4% | -1.1% | -5.0% |
| 30D | -2.0% | +11.5% | -13.5% | -0.3% |
| 3M | -9.7% | -4.5% | -5.2% | -10.3% |
| 6M | +8.0% | -15.0% | +23.0% | +5.3% |
| YTD | -17.7% | -19.9% | +2.1% | -20.4% |
| 1Y | -9.3% | -26.6% | +17.2% | -13.6% |
| 3Y | +96.3% | -29.8% | +126.1% | +91.0% |
| 5Y | +37.0% | -88.2% | +125.2% | -14.2% |
| 10Y | +188.1% | -81.4% | +269.5% | +139.6% |
| All | +188.1% | -81.8% | +269.9% | +139.6% |
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