+186.4%
COP vs TPR
+239.8%
-53.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +3.0% | -2.3% | +5.3% | +3.3% |
| 30D | +17.5% | -23.0% | +40.5% | +21.2% |
| 3M | +13.4% | -12.5% | +25.8% | +14.7% |
| 6M | +17.7% | -21.4% | +39.2% | +20.5% |
| YTD | +46.6% | -3.5% | +50.1% | +44.7% |
| 1Y | +44.6% | +17.4% | +27.3% | +37.4% |
| 3Y | +20.7% | +291.3% | -270.6% | -9.9% |
| All | +186.4% | +239.8% | -53.4% | +116.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling