+24.5%
COP vs TXG
+41.0%
-16.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +1.0% |
| 7D | -0.5% | +9.1% | -9.6% | -0.8% |
| 30D | +11.7% | +14.9% | -3.2% | +11.1% |
| 3M | +17.7% | +120.0% | -102.3% | +14.0% |
| 6M | +18.3% | +221.8% | -203.5% | +11.6% |
| YTD | +49.1% | +312.6% | -263.5% | +37.3% |
| 1Y | +53.3% | +398.4% | -345.1% | +38.0% |
| All | +24.5% | +41.0% | -16.6% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling