+172.5%
COP vs TE
-79.9%
+252.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.5% | +9.1% | +1.9% |
| 7D | +3.4% | -13.6% | +17.0% | +3.9% |
| 30D | -0.6% | -37.7% | +37.1% | +0.8% |
| 3M | +10.8% | -59.8% | +70.6% | +13.9% |
| 6M | +19.6% | -66.3% | +85.9% | +21.9% |
| YTD | +52.9% | -70.5% | +123.4% | +54.7% |
| 1Y | +62.2% | -48.8% | +111.0% | +57.7% |
| 3Y | +32.4% | +31.3% | +1.0% | +11.0% |
| 5Y | +129.7% | -82.0% | +211.8% | +122.3% |
| All | +172.5% | -79.9% | +252.4% | +128.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling