+565.2%
COPX vs TCOM
-9.8%
+575.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | -2.3% | -4.9% | +2.5% | -0.9% |
| 30D | +0.3% | -14.4% | +14.7% | +5.1% |
| 3M | +6.8% | -17.7% | +24.5% | +12.5% |
| 6M | +7.9% | -25.1% | +33.1% | +17.3% |
| YTD | +23.7% | -45.7% | +69.5% | +46.8% |
| 1Y | +71.5% | -47.9% | +119.4% | +105.9% |
| 3Y | +149.1% | +8.9% | +140.2% | +127.3% |
| 5Y | +167.3% | +26.9% | +140.5% | +115.8% |
| All | +565.2% | -9.8% | +575.0% | +448.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling