+330.4%
TSM vs COP
+34.5%
+295.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -1.8% |
| 7D | +6.2% | +4.4% | +1.8% | +5.8% |
| 30D | -7.3% | 0.0% | -7.2% | -7.3% |
| 3M | -7.1% | +15.0% | -22.2% | -8.6% |
| 6M | +0.2% | +22.0% | -21.8% | -2.0% |
| YTD | +32.2% | +55.3% | -23.1% | +19.3% |
| 1Y | +42.8% | +64.1% | -21.3% | +26.4% |
| 3Y | +330.4% | +34.1% | +296.3% | +288.7% |
| All | +330.4% | +34.5% | +295.9% | +288.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling