+49.9%
COP vs TXG
+392.4%
-342.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.7% | +0.3% |
| 7D | +1.0% | +5.0% | -4.0% | +1.3% |
| 30D | +9.6% | +13.5% | -4.0% | +10.5% |
| 3M | +15.0% | +128.0% | -113.0% | +22.0% |
| 6M | +21.8% | +224.4% | -202.7% | +30.3% |
| YTD | +49.6% | +307.0% | -257.4% | +57.8% |
| 1Y | +49.9% | +427.2% | -377.4% | +53.5% |
| All | +49.9% | +392.4% | -342.6% | +53.5% |
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