+1,260.5%
COP vs TPR
+8,066.7%
-6,806.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.1% |
| 7D | +0.7% | +6.4% | -5.7% | -1.1% |
| 30D | +0.2% | +13.8% | -13.5% | -3.5% |
| 3M | +10.2% | -16.6% | +26.8% | +14.4% |
| 6M | +20.1% | +0.7% | +19.4% | +17.8% |
| YTD | +50.5% | +5.3% | +45.2% | +43.7% |
| 1Y | +56.8% | +32.4% | +24.4% | +40.3% |
| 3Y | +30.3% | +406.4% | -376.1% | -23.4% |
| 5Y | +126.8% | +227.9% | -101.1% | +44.5% |
| 10Y | +325.0% | +371.7% | -46.7% | +119.1% |
| All | +1,260.5% | +8,066.7% | -6,806.2% | +347.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling