+46.4%
COP vs TLN
+602.5%
-556.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | +0.5% |
| 7D | -0.8% | +10.9% | -11.8% | -1.3% |
| 30D | +15.6% | -6.3% | +21.9% | +15.8% |
| 3M | +14.3% | -10.7% | +25.0% | +14.6% |
| 6M | +17.0% | +1.6% | +15.4% | +15.8% |
| YTD | +47.4% | -13.1% | +60.5% | +47.2% |
| 1Y | +52.4% | -15.1% | +67.5% | +52.0% |
| 3Y | +20.8% | +495.0% | -474.2% | +1.2% |
| All | +46.4% | +602.5% | -556.1% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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