+469.7%
COP vs TDG
+13,063.4%
-12,593.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.0% | +1.2% |
| 7D | -0.8% | -0.9% | +0.1% | -0.5% |
| 30D | +15.6% | -6.5% | +22.1% | +18.8% |
| 3M | +14.3% | -5.1% | +19.4% | +15.5% |
| 6M | +17.0% | -11.5% | +28.5% | +20.2% |
| YTD | +47.4% | -13.9% | +61.3% | +52.4% |
| 1Y | +52.4% | -11.5% | +63.9% | +55.0% |
| 3Y | +20.8% | +53.7% | -32.8% | -7.7% |
| 5Y | +191.7% | +135.5% | +56.2% | +77.7% |
| 10Y | +325.1% | +535.2% | -210.1% | +64.1% |
| All | +469.7% | +13,063.4% | -12,593.7% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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