+41.0%
TSM vs COP
+61.7%
-20.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -1.4% |
| 7D | +14.8% | +3.4% | +11.4% | +15.9% |
| 30D | -8.9% | -0.6% | -8.3% | -8.9% |
| 3M | -5.3% | +10.8% | -16.0% | -1.5% |
| 6M | +2.6% | +19.6% | -17.0% | +10.7% |
| YTD | +34.5% | +52.9% | -18.4% | +43.6% |
| 1Y | +41.0% | +62.2% | -21.2% | +51.3% |
| All | +41.0% | +61.7% | -20.7% | +51.3% |
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