+60.7%
COP vs TE
-16.5%
+77.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.5% | -1.6% | -5.3% |
| 7D | -8.1% | +3.8% | -11.9% | -8.0% |
| 30D | +6.7% | -26.2% | +32.9% | +5.8% |
| 3M | +16.9% | -49.7% | +66.6% | +14.7% |
| 6M | +11.2% | -46.5% | +57.7% | +9.3% |
| YTD | +49.5% | -59.1% | +108.6% | +45.9% |
| 1Y | +60.7% | -25.8% | +86.5% | +51.4% |
| All | +60.7% | -16.5% | +77.2% | +51.4% |
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