+7.6%
COMP vs TMF
-30.5%
+38.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +3.1% |
| 7D | 0.0% | -9.3% | +9.3% | +10.4% |
| 30D | +16.6% | +1.9% | +14.6% | +14.6% |
| 3M | -23.5% | -11.2% | -12.3% | -13.5% |
| 6M | +25.7% | -17.7% | +43.4% | +53.4% |
| YTD | -3.4% | -24.5% | +21.0% | +23.5% |
| 1Y | +7.6% | -29.4% | +37.0% | +40.0% |
| All | +7.6% | -30.5% | +38.1% | +40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling