+113.0%
COP vs TAP
+2.0%
+111.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +1.5% |
| 7D | -11.5% | +0.5% | -12.1% | -11.8% |
| 30D | +5.0% | +9.1% | -4.2% | +2.7% |
| 3M | +17.5% | -3.8% | +21.3% | +17.9% |
| 6M | +16.2% | -3.4% | +19.7% | +16.3% |
| YTD | +48.8% | -10.6% | +59.4% | +51.0% |
| 1Y | +64.1% | -4.4% | +68.5% | +63.8% |
| 3Y | +25.7% | -24.4% | +50.0% | +31.6% |
| All | +113.0% | +2.0% | +111.1% | +87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling