+60.7%
COP vs TXG
+406.9%
-346.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.4% | -8.6% | -4.9% |
| 7D | -8.1% | -19.3% | +11.1% | -9.4% |
| 30D | +6.7% | -30.9% | +37.6% | +4.4% |
| 3M | +16.9% | +41.1% | -24.2% | +21.1% |
| 6M | +11.2% | +211.9% | -200.7% | +24.0% |
| YTD | +49.5% | +314.0% | -264.5% | +63.7% |
| 1Y | +60.7% | +405.4% | -344.7% | +74.6% |
| All | +60.7% | +406.9% | -346.2% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling