+1,641.3%
COP vs TDY
+6,954.6%
-5,313.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.5% |
| 7D | -0.5% | -1.8% | +1.3% | 0.0% |
| 30D | +11.7% | -13.8% | +25.5% | +16.2% |
| 3M | +17.7% | -3.9% | +21.6% | +18.5% |
| 6M | +18.3% | -9.0% | +27.3% | +20.4% |
| YTD | +49.1% | +16.5% | +32.5% | +41.4% |
| 1Y | +53.3% | +9.3% | +44.0% | +47.8% |
| 3Y | +22.2% | +45.1% | -22.9% | +8.2% |
| 5Y | +193.3% | +35.0% | +158.3% | +162.8% |
| 10Y | +340.2% | +469.0% | -128.8% | +191.0% |
| All | +1,641.3% | +6,954.6% | -5,313.3% | +799.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling