+173.0%
COP vs TW
+206.7%
-33.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | +2.3% | -4.5% | +6.8% | +3.7% |
| 30D | +8.6% | -2.3% | +10.9% | +9.2% |
| 3M | +19.9% | +2.6% | +17.3% | +18.1% |
| 6M | +19.0% | -17.5% | +36.6% | +25.4% |
| YTD | +50.0% | -5.3% | +55.3% | +50.7% |
| 1Y | +50.5% | -14.8% | +65.3% | +56.2% |
| 3Y | +25.2% | +18.8% | +6.4% | +12.1% |
| 5Y | +194.3% | +20.7% | +173.6% | +154.3% |
| All | +173.0% | +206.7% | -33.7% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling