+62.5%
T vs COP
+342.2%
-279.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.3% |
| 7D | +2.5% | +4.4% | -1.9% | +1.7% |
| 30D | -3.8% | 0.0% | -3.7% | -3.9% |
| 3M | -8.7% | +15.0% | -23.8% | -11.3% |
| 6M | -8.1% | +22.0% | -30.1% | -11.8% |
| YTD | -6.4% | +55.3% | -61.8% | -14.3% |
| 1Y | -9.8% | +64.1% | -73.9% | -18.2% |
| 3Y | +65.5% | +34.1% | +31.4% | +53.3% |
| 5Y | +57.0% | +133.4% | -76.4% | +25.8% |
| All | +62.5% | +342.2% | -279.7% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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