+336.7%
COP vs TPR
+364.3%
-27.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | +4.4% | -0.3% | +4.7% | +4.5% |
| 30D | 0.0% | +15.1% | -15.2% | -4.4% |
| 3M | +15.0% | +3.5% | +11.5% | +13.1% |
| 6M | +22.0% | +0.4% | +21.6% | +19.4% |
| YTD | +55.3% | +4.6% | +50.7% | +47.4% |
| 1Y | +64.1% | +33.1% | +31.0% | +43.9% |
| 3Y | +34.1% | +396.0% | -361.9% | -29.0% |
| 5Y | +133.4% | +230.3% | -96.9% | +35.3% |
| All | +336.7% | +364.3% | -27.6% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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