+240.0%
COF vs TMF
-86.4%
+326.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -2.3% |
| 7D | -6.1% | -4.8% | -1.3% | -6.8% |
| 30D | -5.2% | -4.9% | -0.3% | -5.9% |
| 3M | +17.0% | -13.4% | +30.4% | +14.4% |
| 6M | +12.9% | -23.0% | +36.0% | +8.2% |
| YTD | -13.5% | -20.2% | +6.6% | -16.5% |
| 1Y | -5.9% | -26.5% | +20.6% | -10.2% |
| 3Y | +117.1% | -45.2% | +162.3% | +101.4% |
| 5Y | +45.4% | -88.4% | +133.8% | -8.8% |
| All | +240.0% | -86.4% | +326.5% | +170.0% |
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