+298.3%
COP vs TMF
-83.0%
+381.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -8.4% | +0.6% | -9.0% | -8.3% |
| 30D | +0.3% | +16.3% | -16.0% | +3.1% |
| 3M | +15.1% | -2.7% | +17.8% | +14.8% |
| 6M | +19.8% | -13.2% | +32.9% | +17.6% |
| YTD | +46.8% | -16.7% | +63.5% | +43.6% |
| 1Y | +59.7% | -22.7% | +82.5% | +54.4% |
| 3Y | +28.7% | -26.1% | +54.8% | +27.2% |
| 5Y | +110.7% | -88.4% | +199.1% | +42.0% |
| 10Y | +298.3% | -81.8% | +380.1% | +223.0% |
| All | +298.3% | -83.0% | +381.3% | +223.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling