+25.7%
COP vs TLN
+538.9%
-513.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.1% | -6.5% | +0.3% |
| 7D | -11.5% | -1.3% | -10.2% | -11.5% |
| 30D | +5.0% | -10.5% | +15.4% | +5.3% |
| 3M | +17.5% | +0.1% | +17.4% | +17.3% |
| 6M | +16.2% | -17.4% | +33.6% | +17.0% |
| YTD | +48.8% | -9.7% | +58.4% | +48.2% |
| 1Y | +64.1% | -12.3% | +76.4% | +63.6% |
| 3Y | +25.7% | +528.3% | -502.6% | +1.4% |
| All | +25.7% | +538.9% | -513.3% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling