+113.0%
COP vs TPR
+253.5%
-140.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | -11.5% | +14.2% | -25.7% | -13.0% |
| 30D | +5.0% | +17.1% | -12.1% | +2.9% |
| 3M | +17.5% | -17.7% | +35.2% | +20.0% |
| 6M | +16.2% | -10.2% | +26.4% | +17.0% |
| YTD | +48.8% | +4.9% | +43.9% | +45.1% |
| 1Y | +64.1% | +36.1% | +28.0% | +52.8% |
| 3Y | +25.7% | +416.5% | -390.8% | -10.3% |
| All | +113.0% | +253.5% | -140.5% | +57.9% |
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