-17.9%
COMP vs TMF
-88.0%
+70.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.2% | +10.9% | +10.8% |
| 7D | +13.4% | +1.2% | +12.2% | +12.9% |
| 30D | +11.1% | +19.7% | -8.6% | +3.7% |
| 3M | -18.8% | -2.1% | -16.7% | -18.0% |
| 6M | +10.5% | -13.4% | +23.9% | +17.4% |
| YTD | -3.4% | -16.7% | +13.3% | +4.1% |
| 1Y | +19.7% | -23.3% | +43.0% | +32.7% |
| 3Y | +381.6% | -24.8% | +406.4% | +429.2% |
| All | -17.9% | -88.0% | +70.1% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling