+1,502.2%
TSM vs COP
+319.0%
+1,183.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.8% |
| 7D | -2.5% | -8.4% | +5.9% | -0.5% |
| 30D | -14.3% | +0.3% | -14.5% | -14.5% |
| 3M | -7.2% | +15.1% | -22.3% | -10.7% |
| 6M | -5.1% | +19.8% | -24.9% | -10.0% |
| YTD | +28.9% | +46.8% | -17.9% | +14.7% |
| 1Y | +37.1% | +59.7% | -22.7% | +19.0% |
| 3Y | +341.5% | +28.7% | +312.8% | +299.5% |
| 5Y | +245.7% | +110.7% | +135.0% | +165.8% |
| 10Y | +1,502.2% | +298.3% | +1,204.0% | +901.0% |
| All | +1,502.2% | +319.0% | +1,183.2% | +901.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling