+223.8%
COP vs TXG
+7.8%
+216.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.7% |
| 7D | +4.4% | -1.8% | +6.2% | +4.5% |
| 30D | 0.0% | -20.4% | +20.4% | +1.0% |
| 3M | +15.0% | +0.1% | +15.0% | +14.0% |
| 6M | +22.0% | +176.2% | -154.2% | +11.5% |
| YTD | +55.3% | +256.8% | -201.4% | +37.4% |
| 1Y | +64.1% | +255.9% | -191.8% | +44.9% |
| 3Y | +34.1% | +60.2% | -26.1% | +20.9% |
| 5Y | +133.4% | -65.1% | +198.5% | +134.9% |
| All | +223.8% | +7.8% | +216.0% | +123.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling