+131.2%
TLT vs COP
+1,426.6%
-1,295.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.1% |
| 7D | -0.4% | +3.0% | -3.4% | -0.1% |
| 30D | -0.6% | +17.5% | -18.1% | +1.2% |
| 3M | -2.7% | +13.4% | -16.1% | -1.2% |
| 6M | -5.6% | +17.7% | -23.4% | -3.6% |
| YTD | -2.8% | +46.6% | -49.4% | +1.8% |
| 1Y | -1.4% | +44.6% | -46.0% | +3.2% |
| 3Y | -1.6% | +20.7% | -22.3% | +1.7% |
| 5Y | -33.8% | +185.0% | -218.9% | -22.9% |
| 10Y | -21.1% | +347.0% | -368.1% | +2.7% |
| All | +131.2% | +1,426.6% | -1,295.3% | +261.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling