+310.1%
COP vs TMF
-82.2%
+392.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +0.1% |
| 7D | -6.1% | -1.1% | -5.0% | -6.2% |
| 30D | +1.1% | +11.8% | -10.7% | +3.2% |
| 3M | +10.9% | -4.0% | +15.0% | +10.4% |
| 6M | +20.8% | -16.5% | +37.3% | +17.8% |
| YTD | +48.0% | -19.9% | +67.9% | +43.8% |
| 1Y | +58.5% | -25.6% | +84.1% | +52.2% |
| 3Y | +28.1% | -29.9% | +58.0% | +25.5% |
| 5Y | +120.5% | -88.2% | +208.7% | +49.6% |
| 10Y | +310.1% | -81.7% | +391.8% | +233.6% |
| All | +310.1% | -82.2% | +392.3% | +233.6% |
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