+44.6%
COP vs TE
+132.3%
-87.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.0% |
| 7D | +3.0% | -4.0% | +7.0% | +2.9% |
| 30D | +17.5% | -15.9% | +33.4% | +17.1% |
| 3M | +13.4% | -60.5% | +73.9% | +11.7% |
| 6M | +17.7% | -35.2% | +52.9% | +17.5% |
| YTD | +46.6% | -31.1% | +77.7% | +45.8% |
| 1Y | +44.6% | +148.6% | -104.0% | +44.6% |
| All | +44.6% | +132.3% | -87.7% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 1y: compounded portfolio wealth divided by compounded TE 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…
1y analysis · Full analysis span regression · 6 months rolling