+34.1%
COP vs TNA
+138.6%
-104.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.7% |
| 7D | +4.4% | +3.7% | +0.7% | +3.9% |
| 30D | 0.0% | +4.4% | -4.4% | -0.9% |
| 3M | +15.0% | -26.7% | +41.7% | +18.4% |
| 6M | +22.0% | -12.8% | +34.8% | +22.0% |
| YTD | +55.3% | +22.7% | +32.7% | +45.1% |
| 1Y | +64.1% | +35.7% | +28.5% | +50.1% |
| 3Y | +34.1% | +134.6% | -100.5% | +6.3% |
| All | +34.1% | +138.6% | -104.5% | +6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling