-88.0%
TMF vs COO
-41.6%
-46.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.3% |
| 7D | +1.2% | +4.7% | -3.5% | 0.0% |
| 30D | +19.7% | +13.9% | +5.8% | +15.8% |
| 3M | -2.1% | -14.9% | +12.8% | +1.6% |
| 6M | -13.4% | +2.0% | -15.5% | -14.7% |
| YTD | -16.7% | -23.9% | +7.2% | -11.3% |
| 1Y | -23.3% | -9.6% | -13.7% | -22.4% |
| 3Y | -24.8% | -25.4% | +0.6% | -20.9% |
| All | -88.0% | -41.6% | -46.4% | -88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling