+273.1%
TSM vs COP
+186.8%
+86.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +3.9% | +3.0% |
| 7D | +2.7% | +3.0% | -0.3% | +2.2% |
| 30D | +3.6% | +17.5% | -13.9% | +0.8% |
| 3M | -3.4% | +13.4% | -16.7% | -5.5% |
| 6M | +20.6% | +17.7% | +2.9% | +16.0% |
| YTD | +41.9% | +46.6% | -4.7% | +29.4% |
| 1Y | +84.4% | +44.6% | +39.8% | +68.2% |
| 3Y | +380.2% | +20.7% | +359.5% | +347.1% |
| All | +273.1% | +186.8% | +86.3% | +185.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling