-49.3%
COMP vs TMF
-84.6%
+35.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.2% | +10.9% | +10.8% |
| 7D | +13.4% | +1.2% | +12.2% | +13.0% |
| 30D | +11.1% | +19.7% | -8.6% | +4.4% |
| 3M | -18.8% | -2.1% | -16.7% | -18.0% |
| 6M | +10.5% | -13.4% | +23.9% | +16.8% |
| YTD | -3.4% | -16.7% | +13.3% | +3.5% |
| 1Y | +19.7% | -23.3% | +43.0% | +31.5% |
| 3Y | +381.6% | -24.8% | +406.4% | +426.6% |
| 5Y | -17.6% | -88.0% | +70.5% | -4.6% |
| All | -49.3% | -84.6% | +35.3% | -47.6% |
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