-29.9%
COMP vs TMF
-87.5%
+57.6%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.4% |
| 7D | +1.4% | -1.4% | +2.8% | +1.9% |
| 30D | -13.3% | -2.8% | -10.5% | -12.3% |
| 3M | +41.1% | -10.9% | +52.0% | +47.7% |
| 6M | +17.2% | -21.3% | +38.5% | +28.3% |
| YTD | +5.2% | -15.9% | +21.1% | +12.5% |
| 1Y | +18.9% | -15.7% | +34.7% | +26.7% |
| 3Y | +215.9% | -43.4% | +259.3% | +269.0% |
| All | -29.9% | -87.5% | +57.6% | -22.5% |
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