+1,707.0%
TSM vs COP
+328.5%
+1,378.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +3.9% |
| 7D | +4.4% | +0.7% | +3.8% | +4.3% |
| 30D | -7.0% | +0.2% | -7.2% | -7.2% |
| 3M | -1.8% | +10.2% | -12.0% | -4.4% |
| 6M | +2.7% | +20.1% | -17.4% | -2.6% |
| YTD | +37.1% | +50.5% | -13.4% | +21.3% |
| 1Y | +43.5% | +56.8% | -13.3% | +25.3% |
| 3Y | +341.5% | +30.3% | +311.2% | +298.6% |
| 5Y | +278.9% | +126.8% | +152.0% | +185.9% |
| All | +1,707.0% | +328.5% | +1,378.5% | +1,024.5% |
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 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