+1,412.1%
COF vs TMF
-70.4%
+1,482.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | -5.1% | -5.1% | -0.1% | -6.2% |
| 30D | -6.0% | -4.6% | -1.4% | -7.0% |
| 3M | +14.8% | -16.6% | +31.4% | +10.4% |
| 6M | +15.3% | -19.9% | +35.2% | +9.9% |
| YTD | -13.0% | -20.2% | +7.1% | -17.1% |
| 1Y | -5.7% | -27.7% | +22.0% | -11.9% |
| 3Y | +118.1% | -43.9% | +162.1% | +99.0% |
| 5Y | +46.2% | -88.4% | +134.6% | -9.5% |
| 10Y | +246.1% | -86.5% | +332.6% | +163.1% |
| All | +1,412.1% | -70.4% | +1,482.5% | +1,185.5% |
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