-30.2%
TMF vs COO
-13.9%
-16.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.3% | -4.2% |
| 7D | -8.2% | -2.1% | -6.1% | -7.8% |
| 30D | +5.3% | +13.9% | -8.6% | +3.3% |
| 3M | -8.5% | -18.9% | +10.5% | -6.2% |
| 6M | -17.2% | +3.7% | -20.9% | -17.9% |
| YTD | -23.4% | -24.1% | +0.7% | -21.5% |
| 1Y | -30.2% | -14.2% | -16.0% | -29.2% |
| All | -30.2% | -13.9% | -16.3% | -29.2% |
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