+1,305.4%
COF vs TMF
-71.6%
+1,377.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.4% | +2.7% | -2.7% |
| 7D | -5.0% | -8.2% | +3.1% | -6.7% |
| 30D | -2.3% | +5.3% | -7.6% | -1.1% |
| 3M | -12.7% | -8.5% | -4.2% | -14.2% |
| 6M | +6.2% | -17.2% | +23.4% | +2.0% |
| YTD | -19.2% | -23.4% | +4.2% | -23.5% |
| 1Y | -11.5% | -30.2% | +18.8% | -18.0% |
| 3Y | +92.8% | -32.9% | +125.7% | +83.3% |
| 5Y | +34.3% | -88.5% | +122.9% | -17.3% |
| 10Y | +183.0% | -82.2% | +265.2% | +132.4% |
| All | +1,305.4% | -71.6% | +1,377.0% | +1,085.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling