+45.5%
COP vs TLN
+583.6%
-538.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.8% | -4.8% | -1.2% |
| 7D | +3.0% | +7.1% | -4.1% | +2.7% |
| 30D | +17.5% | -3.9% | +21.4% | +17.6% |
| 3M | +13.4% | -16.2% | +29.5% | +14.0% |
| 6M | +17.7% | -5.8% | +23.5% | +17.1% |
| YTD | +46.6% | -15.4% | +62.0% | +46.5% |
| 1Y | +44.6% | -16.7% | +61.3% | +44.3% |
| 3Y | +20.7% | +473.8% | -453.1% | +1.4% |
| All | +45.5% | +583.6% | -538.0% | +14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling