+24.9%
COP vs TDY
+45.1%
-20.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +1.0% | -1.9% | +2.8% | +1.4% |
| 30D | +9.6% | -12.5% | +22.1% | +13.0% |
| 3M | +15.0% | -0.8% | +15.8% | +14.5% |
| 6M | +21.8% | -9.0% | +30.7% | +24.0% |
| YTD | +49.6% | +16.8% | +32.8% | +38.6% |
| 1Y | +49.9% | +9.5% | +40.4% | +41.6% |
| All | +24.9% | +45.1% | -20.2% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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