+62.2%
COP vs TLN
+3.1%
+59.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.8% |
| 7D | +3.4% | +22.3% | -18.9% | +5.3% |
| 30D | -0.6% | +1.2% | -1.8% | -0.5% |
| 3M | +10.8% | +5.9% | +4.8% | +11.7% |
| 6M | +19.6% | +3.2% | +16.4% | +21.3% |
| YTD | +52.9% | +3.2% | +49.8% | +57.7% |
| 1Y | +62.2% | +5.2% | +57.0% | +68.7% |
| All | +62.2% | +3.1% | +59.1% | +68.7% |
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 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