+606.7%
COP vs TNA
+1,004.3%
-397.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | +3.0% | -0.1% | +3.1% | +2.9% |
| 30D | +17.5% | -4.9% | +22.4% | +18.8% |
| 3M | +13.4% | +0.4% | +13.0% | +11.6% |
| 6M | +17.7% | +32.5% | -14.8% | +4.7% |
| YTD | +46.6% | +53.7% | -7.1% | +24.1% |
| 1Y | +44.6% | +65.1% | -20.5% | +18.2% |
| 3Y | +20.7% | +98.4% | -77.8% | -16.8% |
| 5Y | +185.0% | -22.5% | +207.5% | +127.2% |
| 10Y | +347.0% | +82.5% | +264.5% | +122.9% |
| All | +606.7% | +1,004.3% | -397.6% | +39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling