+64.1%
COP vs TXG
+254.8%
-190.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.5% |
| 7D | +4.4% | -1.8% | +6.2% | +4.3% |
| 30D | 0.0% | -20.4% | +20.4% | -1.4% |
| 3M | +15.0% | +0.1% | +15.0% | +16.6% |
| 6M | +22.0% | +176.2% | -154.2% | +39.5% |
| YTD | +55.3% | +256.8% | -201.4% | +75.1% |
| 1Y | +64.1% | +255.9% | -191.8% | +85.1% |
| All | +64.1% | +254.8% | -190.7% | +85.1% |
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