-50.2%
COMP vs TMF
-84.6%
+34.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.5% | +5.3% | +6.8% |
| 7D | +9.5% | +4.0% | +5.5% | +8.0% |
| 30D | +8.1% | +19.5% | -11.4% | +1.6% |
| 3M | -16.3% | -3.5% | -12.8% | -15.0% |
| 6M | +42.2% | -10.6% | +52.8% | +49.0% |
| YTD | -5.0% | -17.1% | +12.1% | +1.9% |
| 1Y | +20.1% | -24.3% | +44.4% | +32.3% |
| 3Y | +358.4% | -27.2% | +385.7% | +405.5% |
| 5Y | -21.9% | -87.6% | +65.6% | -9.3% |
| All | -50.2% | -84.6% | +34.5% | -48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling