-68.9%
TMF vs COO
+883.4%
-952.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.3% |
| 7D | +2.7% | +5.3% | -2.5% | +3.6% |
| 30D | +19.3% | +12.5% | +6.8% | +21.5% |
| 3M | -3.7% | -15.1% | +11.5% | -6.2% |
| 6M | -11.3% | +3.7% | -15.0% | -10.5% |
| YTD | -16.6% | -22.5% | +5.9% | -20.0% |
| 1Y | -21.1% | -7.8% | -13.3% | -21.8% |
| 3Y | -26.8% | -24.1% | -2.7% | -29.4% |
| 5Y | -88.0% | -40.1% | -47.9% | -89.5% |
| 10Y | -84.7% | +44.7% | -129.4% | -79.3% |
| All | -68.9% | +883.4% | -952.3% | +5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling