+168.2%
COP vs TE
-78.2%
+246.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +1.6% |
| 7D | +0.7% | -22.0% | +22.6% | +1.5% |
| 30D | +0.2% | -33.6% | +33.9% | +1.5% |
| 3M | +10.2% | -61.1% | +71.3% | +13.5% |
| 6M | +20.1% | -64.7% | +84.8% | +22.2% |
| YTD | +50.5% | -68.1% | +118.6% | +51.9% |
| 1Y | +56.8% | -51.7% | +108.5% | +53.3% |
| 3Y | +30.3% | +42.0% | -11.7% | +9.0% |
| 5Y | +126.8% | -80.8% | +207.6% | +119.2% |
| All | +168.2% | -78.2% | +246.4% | +123.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling