+193.3%
COP vs TW
+20.0%
+173.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -0.5% | -0.5% | 0.0% | -0.4% |
| 30D | +11.7% | -0.6% | +12.3% | +11.7% |
| 3M | +17.7% | +3.4% | +14.3% | +16.7% |
| 6M | +18.3% | -18.4% | +36.8% | +21.6% |
| YTD | +49.1% | -3.9% | +53.0% | +49.6% |
| 1Y | +53.3% | -13.3% | +66.6% | +56.1% |
| 3Y | +22.2% | +20.8% | +1.3% | +17.5% |
| 5Y | +193.3% | +20.3% | +173.0% | +168.9% |
| All | +193.3% | +20.0% | +173.3% | +168.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling