+62.4%
KO vs TMF
-42.1%
+104.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.7% | -0.8% |
| 7D | -0.8% | -0.9% | +0.1% | -0.7% |
| 30D | +0.8% | -1.0% | +1.8% | +0.8% |
| 3M | +8.3% | -11.3% | +19.6% | +9.1% |
| 6M | +14.0% | -22.7% | +36.7% | +15.8% |
| YTD | +26.9% | -17.3% | +44.3% | +28.3% |
| 1Y | +32.7% | -22.5% | +55.2% | +34.7% |
| All | +62.4% | -42.1% | +104.5% | +67.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling