+1,753.6%
TSM vs COP
+338.9%
+1,414.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.2% |
| 7D | +6.0% | -0.8% | +6.9% | +6.2% |
| 30D | +4.5% | +15.6% | -11.1% | +0.9% |
| 3M | +3.1% | +14.3% | -11.2% | -0.6% |
| 6M | +30.2% | +17.0% | +13.2% | +23.9% |
| YTD | +45.2% | +47.4% | -2.2% | +29.7% |
| 1Y | +79.6% | +52.4% | +27.2% | +58.6% |
| 3Y | +411.0% | +20.8% | +390.2% | +371.2% |
| 5Y | +290.7% | +191.7% | +99.0% | +176.1% |
| 10Y | +1,753.6% | +325.1% | +1,428.5% | +1,055.0% |
| All | +1,753.6% | +338.9% | +1,414.7% | +1,055.0% |
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