+325.1%
COP vs TAP
-52.1%
+377.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +2.3% |
| 7D | -0.8% | -2.3% | +1.5% | +0.1% |
| 30D | +15.6% | -9.4% | +25.0% | +20.1% |
| 3M | +14.3% | -0.8% | +15.1% | +13.8% |
| 6M | +17.0% | -14.7% | +31.7% | +23.7% |
| YTD | +47.4% | -13.9% | +61.4% | +54.5% |
| 1Y | +52.4% | -18.6% | +71.0% | +63.0% |
| 3Y | +20.8% | -32.0% | +52.8% | +36.6% |
| 5Y | +191.7% | -1.0% | +192.7% | +159.9% |
| 10Y | +325.1% | -51.4% | +376.4% | +308.8% |
| All | +325.1% | -52.1% | +377.1% | +308.8% |
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