+36.8%
COF vs TMF
-88.9%
+125.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | -1.4% |
| 7D | -6.2% | -1.1% | -5.1% | -6.2% |
| 30D | -1.7% | +11.8% | -13.5% | -1.7% |
| 3M | -10.2% | -4.0% | -6.2% | -10.3% |
| 6M | +4.2% | -16.5% | +20.7% | +3.9% |
| YTD | -18.2% | -19.9% | +1.7% | -18.5% |
| 1Y | -9.7% | -25.6% | +15.8% | -10.1% |
| 3Y | +95.0% | -29.9% | +124.9% | +93.3% |
| 5Y | +36.8% | -88.2% | +125.1% | +9.2% |
| All | +36.8% | -88.9% | +125.7% | +9.2% |
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