+211.9%
COP vs TXG
+22.9%
+189.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.7% | +0.5% |
| 7D | +1.0% | +5.0% | -4.0% | +0.6% |
| 30D | +9.6% | +13.5% | -4.0% | +8.5% |
| 3M | +15.0% | +128.0% | -113.0% | +7.9% |
| 6M | +21.8% | +224.4% | -202.7% | +10.2% |
| YTD | +49.6% | +307.0% | -257.4% | +32.2% |
| 1Y | +49.9% | +427.2% | -377.4% | +28.4% |
| 3Y | +22.6% | +40.2% | -17.6% | +13.0% |
| 5Y | +193.6% | -64.0% | +257.6% | +198.7% |
| All | +211.9% | +22.9% | +189.0% | +115.3% |
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