+341.0%
COP vs TPR
+325.8%
+15.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +3.0% | -2.3% | +5.3% | +3.7% |
| 30D | +17.5% | -23.0% | +40.5% | +26.1% |
| 3M | +13.4% | -12.5% | +25.8% | +16.5% |
| 6M | +17.7% | -21.4% | +39.2% | +23.4% |
| YTD | +46.6% | -3.5% | +50.1% | +43.2% |
| 1Y | +44.6% | +17.4% | +27.3% | +31.6% |
| 3Y | +20.7% | +291.3% | -270.6% | -30.7% |
| 5Y | +185.0% | +241.9% | -56.9% | +61.1% |
| All | +341.0% | +325.8% | +15.2% | +91.0% |
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