+338.5%
COP vs TNA
+86.1%
+252.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | -0.1% |
| 7D | +2.3% | -7.3% | +9.6% | +4.4% |
| 30D | +8.6% | -14.2% | +22.8% | +13.0% |
| 3M | +19.9% | -4.6% | +24.4% | +20.0% |
| 6M | +19.0% | +36.9% | -17.9% | +4.3% |
| YTD | +50.0% | +42.5% | +7.4% | +28.5% |
| 1Y | +50.5% | +45.8% | +4.7% | +26.2% |
| 3Y | +25.2% | +104.7% | -79.4% | -17.4% |
| 5Y | +194.3% | -21.7% | +216.0% | +130.3% |
| All | +338.5% | +86.1% | +252.4% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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