+341.0%
COP vs TMF
-87.2%
+428.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.4% | -1.0% |
| 7D | +3.0% | -1.4% | +4.4% | +2.7% |
| 30D | +17.5% | -2.8% | +20.3% | +17.0% |
| 3M | +13.4% | -10.9% | +24.3% | +11.5% |
| 6M | +17.7% | -21.3% | +39.1% | +13.8% |
| YTD | +46.6% | -15.9% | +62.5% | +43.4% |
| 1Y | +44.6% | -15.7% | +60.3% | +41.9% |
| 3Y | +20.7% | -43.4% | +64.1% | +13.4% |
| 5Y | +185.0% | -87.8% | +272.8% | +96.1% |
| All | +341.0% | -87.2% | +428.2% | +265.1% |
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