+62.2%
COP vs TAP
-13.1%
+75.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.6% |
| 7D | +3.4% | -6.3% | +9.7% | +3.7% |
| 30D | -0.6% | +2.7% | -3.3% | -1.2% |
| 3M | +10.8% | -3.7% | +14.5% | +10.6% |
| 6M | +19.6% | -2.0% | +21.6% | +19.1% |
| YTD | +52.9% | -12.3% | +65.3% | +54.0% |
| 1Y | +62.2% | -10.1% | +72.3% | +62.3% |
| All | +62.2% | -13.1% | +75.3% | +62.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling