-26.1%
TMF vs COO
-23.3%
-2.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.5% | -0.5% |
| 7D | +0.6% | +4.3% | -3.7% | -0.3% |
| 30D | +16.3% | +17.6% | -1.3% | +12.4% |
| 3M | -2.7% | -13.9% | +11.2% | 0.0% |
| 6M | -13.2% | +6.6% | -19.7% | -15.0% |
| YTD | -16.7% | -22.0% | +5.3% | -12.7% |
| 1Y | -22.7% | -8.8% | -13.9% | -22.0% |
| 3Y | -26.1% | -21.5% | -4.6% | -27.1% |
| All | -26.1% | -23.3% | -2.8% | -27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling