+51.1%
COF vs TMF
-87.6%
+138.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | +1.2% | +1.0% | +0.3% | +1.3% |
| 30D | -1.4% | -1.8% | +0.4% | -1.4% |
| 3M | +19.0% | -8.2% | +27.3% | +18.8% |
| 6M | +14.9% | -19.5% | +34.4% | +14.3% |
| YTD | -10.7% | -16.0% | +5.3% | -11.0% |
| 1Y | -1.3% | -22.5% | +21.2% | -1.8% |
| 3Y | +124.3% | -42.3% | +166.6% | +121.1% |
| 5Y | +51.1% | -87.7% | +138.8% | +20.2% |
| All | +51.1% | -87.6% | +138.8% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling