+20.8%
COP vs TE
-20.2%
+41.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.0% | -9.4% | +0.4% |
| 7D | -0.8% | +18.2% | -19.1% | -1.2% |
| 30D | +15.6% | -13.5% | +29.1% | +15.8% |
| 3M | +14.3% | -44.6% | +58.9% | +15.4% |
| 6M | +17.0% | -24.7% | +41.7% | +16.2% |
| YTD | +47.4% | -24.3% | +71.7% | +45.5% |
| 1Y | +52.4% | +155.6% | -103.2% | +40.3% |
| 3Y | +20.8% | -18.3% | +39.1% | +14.6% |
| All | +20.8% | -20.2% | +41.0% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling