-7.2%
T vs COP
+49.7%
-57.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -1.5% | -0.8% | -0.7% | -1.4% |
| 30D | +7.6% | +15.6% | -8.0% | +5.5% |
| 3M | +15.3% | +14.3% | +1.0% | +12.6% |
| 6M | -8.5% | +17.0% | -25.5% | -10.4% |
| YTD | +6.8% | +47.4% | -40.7% | +4.2% |
| 1Y | -7.2% | +52.4% | -59.6% | -8.4% |
| All | -7.2% | +49.7% | -57.0% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling