+4,569.6%
COP vs TMO
+8,131.0%
-3,561.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -0.5% | -0.5% | 0.0% | -0.4% |
| 30D | +11.7% | +1.0% | +10.7% | +11.3% |
| 3M | +17.7% | +22.7% | -5.0% | +10.8% |
| 6M | +18.3% | +19.0% | -0.7% | +11.4% |
| YTD | +49.1% | +4.7% | +44.3% | +45.1% |
| 1Y | +53.3% | +26.0% | +27.3% | +41.2% |
| 3Y | +22.2% | +18.0% | +4.2% | +13.1% |
| 5Y | +193.3% | +8.0% | +185.3% | +173.9% |
| 10Y | +340.2% | +333.8% | +6.5% | +170.8% |
| All | +4,569.6% | +8,131.0% | -3,561.4% | +1,730.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling