+184.8%
COP vs TNA
-23.3%
+208.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | +0.1% |
| 7D | +2.3% | -7.3% | +9.6% | +3.5% |
| 30D | +8.6% | -14.2% | +22.8% | +11.0% |
| 3M | +19.9% | -4.6% | +24.4% | +20.0% |
| 6M | +19.0% | +36.9% | -17.9% | +10.1% |
| YTD | +50.0% | +42.5% | +7.4% | +36.8% |
| 1Y | +50.5% | +45.8% | +4.7% | +35.5% |
| 3Y | +25.2% | +104.7% | -79.4% | -2.4% |
| All | +184.8% | -23.3% | +208.1% | +148.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling