+338.5%
COP vs TMO
+338.2%
+0.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | +2.3% | -0.6% | +2.9% | +2.5% |
| 30D | +8.6% | +1.1% | +7.5% | +8.2% |
| 3M | +19.9% | +28.3% | -8.5% | +11.1% |
| 6M | +19.0% | +23.3% | -4.2% | +10.5% |
| YTD | +50.0% | +5.5% | +44.5% | +46.1% |
| 1Y | +50.5% | +24.5% | +26.0% | +38.2% |
| 3Y | +25.2% | +19.6% | +5.6% | +14.1% |
| 5Y | +194.3% | +8.1% | +186.2% | +170.7% |
| All | +338.5% | +338.2% | +0.3% | +121.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling