+182.8%
COP vs TW
+301.3%
-118.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.7% | +1.3% |
| 7D | +4.4% | +3.9% | +0.5% | +3.2% |
| 30D | 0.0% | +19.9% | -20.0% | -5.4% |
| 3M | +15.0% | +25.9% | -10.9% | +7.0% |
| 6M | +22.0% | +21.1% | +0.9% | +14.3% |
| YTD | +55.3% | +23.9% | +31.4% | +43.8% |
| 1Y | +64.1% | +21.2% | +42.9% | +52.9% |
| 3Y | +34.1% | +44.8% | -10.7% | +13.8% |
| 5Y | +133.4% | +41.4% | +92.0% | +96.3% |
| All | +182.8% | +301.3% | -118.5% | +41.1% |
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