+13,634.3%
TSM vs COP
+1,666.6%
+11,967.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +3.9% | +3.2% |
| 7D | +2.7% | +3.0% | -0.3% | +1.7% |
| 30D | +3.6% | +17.5% | -13.9% | -2.0% |
| 3M | -3.4% | +13.4% | -16.7% | -8.1% |
| 6M | +20.6% | +17.7% | +2.9% | +12.1% |
| YTD | +41.9% | +46.6% | -4.7% | +21.7% |
| 1Y | +84.4% | +44.6% | +39.8% | +58.2% |
| 3Y | +380.2% | +20.7% | +359.5% | +329.1% |
| 5Y | +275.3% | +185.0% | +90.3% | +134.8% |
| 10Y | +1,751.4% | +347.0% | +1,404.4% | +746.4% |
| All | +13,634.3% | +1,666.6% | +11,967.8% | +3,217.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling