+52.4%
COP vs TLN
-16.8%
+69.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | +0.8% |
| 7D | -0.8% | +10.9% | -11.8% | +0.1% |
| 30D | +15.6% | -6.3% | +21.9% | +15.0% |
| 3M | +14.3% | -10.7% | +25.0% | +13.6% |
| 6M | +17.0% | +1.6% | +15.4% | +17.9% |
| YTD | +47.4% | -13.1% | +60.5% | +48.0% |
| 1Y | +52.4% | -15.1% | +67.5% | +65.9% |
| All | +52.4% | -16.8% | +69.2% | +65.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling