-46.5%
COMP vs TMF
-84.6%
+38.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.7% |
| 7D | +14.5% | +0.6% | +13.9% | +14.3% |
| 30D | +14.9% | +16.3% | -1.4% | +9.0% |
| 3M | -14.2% | -2.7% | -11.5% | -13.2% |
| 6M | +23.7% | -13.2% | +36.9% | +30.6% |
| YTD | +2.1% | -16.7% | +18.8% | +9.3% |
| 1Y | +26.2% | -22.7% | +48.9% | +38.3% |
| 3Y | +470.9% | -26.1% | +497.0% | +526.5% |
| 5Y | -14.0% | -88.4% | +74.4% | -0.7% |
| All | -46.5% | -84.6% | +38.1% | -44.6% |
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