+51.5%
COP vs TPR
+17.1%
+34.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +3.0% | -2.3% | +5.3% | +2.8% |
| 30D | +17.5% | -23.0% | +40.5% | +15.2% |
| 3M | +13.4% | -12.5% | +25.8% | +12.9% |
| 6M | +17.7% | -21.4% | +39.2% | +17.9% |
| YTD | +46.6% | -3.5% | +50.1% | +45.5% |
| All | +51.5% | +17.1% | +34.4% | +52.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling