-81.7%
TMF vs COO
+38.3%
-120.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.9% |
| 7D | -1.1% | +4.5% | -5.6% | -1.2% |
| 30D | +11.8% | +16.9% | -5.1% | +11.3% |
| 3M | -4.0% | -16.7% | +12.7% | -3.8% |
| 6M | -16.5% | +5.9% | -22.5% | -16.7% |
| YTD | -19.9% | -22.4% | +2.5% | -19.7% |
| 1Y | -25.6% | -10.1% | -15.5% | -25.5% |
| 3Y | -29.9% | -22.8% | -7.1% | -29.1% |
| 5Y | -88.2% | -41.4% | -46.8% | -89.0% |
| 10Y | -81.7% | +41.3% | -123.0% | -81.6% |
| All | -81.7% | +38.3% | -120.1% | -81.6% |
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