-4.6%
TLT vs COP
+58.8%
-63.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.4% | -0.1% |
| 7D | +0.3% | -8.4% | +8.7% | -0.6% |
| 30D | +5.1% | +0.3% | +4.8% | +5.3% |
| 3M | -0.2% | +15.1% | -15.3% | +1.7% |
| 6M | -2.9% | +19.8% | -22.7% | -0.7% |
| YTD | -2.7% | +46.8% | -49.5% | -0.1% |
| All | -4.6% | +58.8% | -63.4% | -1.5% |
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