-81.8%
TMF vs COO
+40.7%
-122.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.5% | 0.0% |
| 7D | +0.6% | +4.3% | -3.7% | +0.5% |
| 30D | +16.3% | +17.6% | -1.3% | +15.8% |
| 3M | -2.7% | -13.9% | +11.2% | -2.5% |
| 6M | -13.2% | +6.6% | -19.7% | -13.3% |
| YTD | -16.7% | -22.0% | +5.3% | -16.4% |
| 1Y | -22.7% | -8.8% | -13.9% | -22.6% |
| 3Y | -26.1% | -21.5% | -4.6% | -25.3% |
| 5Y | -88.4% | -41.0% | -47.4% | -89.1% |
| 10Y | -81.8% | +40.9% | -122.7% | -81.7% |
| All | -81.8% | +40.7% | -122.5% | -81.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling