-24.3%
TMF vs COO
-7.7%
-16.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.9% | -3.5% | +1.4% |
| 7D | +4.0% | +8.4% | -4.5% | +2.5% |
| 30D | +19.5% | +13.5% | +6.0% | +16.9% |
| 3M | -3.5% | -13.8% | +10.2% | -2.1% |
| 6M | -10.6% | +4.7% | -15.3% | -11.6% |
| YTD | -17.1% | -21.4% | +4.3% | -15.4% |
| 1Y | -24.3% | -6.7% | -17.5% | -24.8% |
| All | -24.3% | -7.7% | -16.6% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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