+25.7%
COP vs TAP
-23.7%
+49.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +1.2% |
| 7D | -11.5% | +0.5% | -12.1% | -11.8% |
| 30D | +5.0% | +9.1% | -4.2% | +3.2% |
| 3M | +17.5% | -3.8% | +21.3% | +17.7% |
| 6M | +16.2% | -3.4% | +19.7% | +16.2% |
| YTD | +48.8% | -10.6% | +59.4% | +50.7% |
| 1Y | +64.1% | -4.4% | +68.5% | +63.9% |
| 3Y | +25.7% | -24.4% | +50.0% | +28.5% |
| All | +25.7% | -23.7% | +49.3% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling