+29.9%
COP vs TPR
+407.3%
-377.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +1.8% |
| 7D | +0.7% | +6.4% | -5.7% | +0.3% |
| 30D | +0.2% | +13.8% | -13.5% | -0.6% |
| 3M | +10.2% | -16.6% | +26.8% | +11.6% |
| 6M | +20.1% | +0.7% | +19.4% | +19.6% |
| YTD | +50.5% | +5.3% | +45.2% | +47.5% |
| 1Y | +56.8% | +32.4% | +24.4% | +48.2% |
| All | +29.9% | +407.3% | -377.4% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling