-4.2%
TLT vs COP
+49.7%
-53.9%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | +0.1% |
| 7D | +0.4% | -0.8% | +1.2% | +0.3% |
| 30D | -0.3% | +15.6% | -15.9% | +1.4% |
| 3M | -1.7% | +14.3% | -16.1% | 0.0% |
| 6M | -4.9% | +17.0% | -21.9% | -3.0% |
| YTD | -2.8% | +47.4% | -50.2% | +0.6% |
| 1Y | -4.2% | +52.4% | -56.6% | -0.3% |
| All | -4.2% | +49.7% | -53.9% | -0.3% |
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