+45.8%
COP vs TLN
+683.0%
-637.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.2% | -8.6% | -1.6% |
| 7D | -8.4% | +9.1% | -17.5% | -8.7% |
| 30D | +0.3% | -4.1% | +4.4% | +0.4% |
| 3M | +15.1% | +4.4% | +10.7% | +14.7% |
| 6M | +19.8% | -6.0% | +25.8% | +19.8% |
| YTD | +46.8% | -3.1% | +49.9% | +45.8% |
| 1Y | +59.7% | -6.1% | +65.8% | +58.8% |
| 3Y | +28.7% | +575.3% | -546.6% | +6.6% |
| All | +45.8% | +683.0% | -637.3% | +13.7% |
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