+4,492.0%
COP vs TAP
+825.0%
+3,667.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +3.0% | -2.3% | +5.3% | +3.5% |
| 30D | +17.5% | -2.1% | +19.6% | +17.9% |
| 3M | +13.4% | +6.6% | +6.7% | +11.4% |
| 6M | +17.7% | -11.5% | +29.2% | +20.3% |
| YTD | +46.6% | -10.3% | +56.8% | +49.1% |
| 1Y | +44.6% | -14.4% | +59.0% | +48.3% |
| 3Y | +20.7% | -28.3% | +49.0% | +27.3% |
| 5Y | +185.0% | +1.7% | +183.3% | +175.4% |
| 10Y | +347.0% | -49.2% | +396.2% | +379.5% |
| All | +4,492.0% | +825.0% | +3,667.0% | +3,554.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling