+218.8%
COP vs TXG
+9.4%
+209.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.8% | +6.4% | +1.9% |
| 7D | +3.4% | +1.8% | +1.6% | +3.2% |
| 30D | -0.6% | -17.7% | +17.1% | +0.3% |
| 3M | +10.8% | +2.3% | +8.4% | +9.6% |
| 6M | +19.6% | +182.5% | -162.9% | +9.1% |
| YTD | +52.9% | +262.4% | -209.4% | +35.1% |
| 1Y | +62.2% | +254.1% | -191.9% | +43.3% |
| 3Y | +32.4% | +66.6% | -34.2% | +19.0% |
| 5Y | +129.7% | -64.5% | +194.3% | +131.1% |
| All | +218.8% | +9.4% | +209.3% | +120.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling