+322.0%
TSM vs COP
+23.8%
+298.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.6% | +5.7% | +6.3% |
| 7D | -7.6% | -11.5% | +4.0% | -6.6% |
| 30D | -20.5% | +5.0% | -25.4% | -20.9% |
| 3M | -10.0% | +17.5% | -27.5% | -11.8% |
| 6M | -10.1% | +16.2% | -26.3% | -11.7% |
| YTD | +24.5% | +48.8% | -24.3% | +12.5% |
| 1Y | +31.2% | +64.1% | -32.9% | +14.6% |
| 3Y | +322.0% | +25.7% | +296.3% | +287.0% |
| All | +322.0% | +23.8% | +298.2% | +287.0% |
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 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