+59.6%
T vs COP
+23.8%
+35.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | +1.0% | -11.5% | +12.6% | +2.2% |
| 30D | -10.6% | +5.0% | -15.6% | -11.2% |
| 3M | -7.7% | +17.5% | -25.2% | -9.4% |
| 6M | -13.3% | +16.2% | -29.5% | -14.9% |
| YTD | -8.8% | +48.8% | -57.5% | -11.9% |
| 1Y | -8.4% | +64.1% | -72.5% | -12.0% |
| 3Y | +59.6% | +25.7% | +34.0% | +54.4% |
| All | +59.6% | +23.8% | +35.8% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling