+329.9%
COP vs TPR
+365.1%
-35.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | +3.4% | -1.1% | +4.5% | +3.7% |
| 30D | -0.6% | +15.1% | -15.7% | -5.0% |
| 3M | +10.8% | -13.4% | +24.2% | +14.2% |
| 6M | +19.6% | +1.4% | +18.3% | +16.8% |
| YTD | +52.9% | +4.8% | +48.1% | +45.1% |
| 1Y | +62.2% | +29.2% | +33.0% | +43.6% |
| 3Y | +32.4% | +403.7% | -371.3% | -30.3% |
| 5Y | +129.7% | +230.8% | -101.1% | +33.1% |
| All | +329.9% | +365.1% | -35.2% | +83.0% |
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