+126.8%
COP vs TMF
-88.3%
+215.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +0.7% | -3.4% | +4.0% | +0.4% |
| 30D | +0.2% | +11.5% | -11.3% | +1.3% |
| 3M | +10.2% | -4.5% | +14.7% | +9.9% |
| 6M | +20.1% | -15.0% | +35.1% | +18.8% |
| YTD | +50.5% | -19.9% | +70.4% | +48.4% |
| 1Y | +56.8% | -26.6% | +83.4% | +53.7% |
| 3Y | +30.3% | -29.8% | +60.1% | +29.0% |
| 5Y | +126.8% | -88.2% | +215.0% | +82.4% |
| All | +126.8% | -88.3% | +215.1% | +82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling