+202.4%
COPX vs TCOM
+115.7%
+86.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.3% | +5.4% | +4.5% |
| 7D | +5.8% | -7.6% | +13.4% | +8.2% |
| 30D | +7.2% | -12.2% | +19.4% | +11.3% |
| 3M | +16.5% | -14.2% | +30.7% | +20.9% |
| 6M | +18.4% | -25.0% | +43.4% | +28.1% |
| YTD | +31.9% | -43.7% | +75.6% | +53.7% |
| 1Y | +88.5% | -44.5% | +133.0% | +120.4% |
| 3Y | +173.1% | +13.4% | +159.7% | +148.5% |
| 5Y | +193.1% | +26.5% | +166.6% | +139.2% |
| 10Y | +591.7% | -10.3% | +602.0% | +481.0% |
| All | +202.4% | +115.7% | +86.7% | +61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling