+50.5%
COP vs TW
-14.2%
+64.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | +2.3% | -4.5% | +6.8% | +2.9% |
| 30D | +8.6% | -2.3% | +10.9% | +8.8% |
| 3M | +19.9% | +2.6% | +17.3% | +18.9% |
| 6M | +19.0% | -17.5% | +36.6% | +22.4% |
| YTD | +50.0% | -5.3% | +55.3% | +54.2% |
| 1Y | +50.5% | -14.8% | +65.3% | +52.8% |
| All | +50.5% | -14.2% | +64.7% | +52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling