+298.3%
COP vs TAP
-49.5%
+347.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.8% |
| 7D | -8.4% | -7.8% | -0.6% | -5.5% |
| 30D | +0.3% | +7.1% | -6.8% | -3.2% |
| 3M | +15.1% | -7.0% | +22.1% | +17.5% |
| 6M | +19.8% | -3.8% | +23.6% | +19.8% |
| YTD | +46.8% | -11.7% | +58.5% | +51.2% |
| 1Y | +59.7% | -10.1% | +69.9% | +63.0% |
| 3Y | +28.7% | -23.7% | +52.4% | +37.4% |
| 5Y | +110.7% | +2.9% | +107.8% | +83.3% |
| 10Y | +298.3% | -49.5% | +347.8% | +265.7% |
| All | +298.3% | -49.5% | +347.8% | +265.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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