+4.9%
COMP vs TMF
-22.6%
+27.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +0.6% | -8.7% | -8.7% |
| 7D | -1.8% | +2.7% | -4.5% | -4.4% |
| 30D | -0.8% | +19.3% | -20.1% | -16.4% |
| 3M | -28.1% | -3.7% | -24.5% | -25.3% |
| 6M | +27.0% | -11.3% | +38.3% | +43.1% |
| YTD | -12.8% | -16.6% | +3.8% | +0.8% |
| 1Y | +4.9% | -21.1% | +26.0% | +22.9% |
| All | +4.9% | -22.6% | +27.5% | +22.9% |
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