+373.1%
TSM vs COP
+20.1%
+353.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +3.9% | +3.0% |
| 7D | +2.7% | +3.0% | -0.3% | +2.4% |
| 30D | +3.6% | +17.5% | -13.9% | +1.7% |
| 3M | -3.4% | +13.4% | -16.7% | -4.6% |
| 6M | +20.6% | +17.7% | +2.9% | +16.8% |
| YTD | +41.9% | +46.6% | -4.7% | +29.2% |
| 1Y | +84.4% | +44.6% | +39.8% | +67.9% |
| All | +373.1% | +20.1% | +353.0% | +332.7% |
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