+60.7%
COP vs TMO
+26.9%
+33.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.1% | -6.3% | -5.0% |
| 7D | -8.1% | +0.3% | -8.4% | -8.1% |
| 30D | +6.7% | +4.3% | +2.3% | +7.3% |
| 3M | +16.9% | +25.1% | -8.3% | +20.7% |
| 6M | +11.2% | +52.9% | -41.7% | +19.6% |
| YTD | +49.5% | +22.2% | +27.3% | +58.1% |
| 1Y | +60.7% | +25.4% | +35.3% | +68.3% |
| All | +60.7% | +26.9% | +33.8% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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