+64.1%
COP vs TMF
-22.9%
+87.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.5% |
| 7D | -11.5% | +1.2% | -12.7% | -11.0% |
| 30D | +5.0% | +19.7% | -14.8% | +12.8% |
| 3M | +17.5% | -2.1% | +19.6% | +15.8% |
| 6M | +16.2% | -13.4% | +29.7% | +10.1% |
| YTD | +48.8% | -16.7% | +65.5% | +40.6% |
| 1Y | +64.1% | -23.3% | +87.4% | +52.3% |
| All | +64.1% | -22.9% | +87.0% | +52.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling