+32.0%
COP vs TXG
+67.8%
-35.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.8% | +6.4% | +1.7% |
| 7D | +3.4% | +1.8% | +1.6% | +3.3% |
| 30D | -0.6% | -17.7% | +17.1% | -0.2% |
| 3M | +10.8% | +2.3% | +8.4% | +10.0% |
| 6M | +19.6% | +182.5% | -162.9% | +13.4% |
| YTD | +52.9% | +262.4% | -209.4% | +40.7% |
| 1Y | +62.2% | +254.1% | -191.9% | +49.2% |
| All | +32.0% | +67.8% | -35.8% | +13.8% |
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