+164.7%
COPX vs TDY
+39.0%
+125.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.8% |
| 7D | -2.3% | -1.1% | -1.2% | -1.8% |
| 30D | +0.3% | -12.0% | +12.3% | +8.0% |
| 3M | +6.8% | -3.2% | +10.0% | +8.7% |
| 6M | +7.9% | -7.9% | +15.8% | +13.5% |
| YTD | +23.7% | +18.2% | +5.5% | +14.4% |
| 1Y | +71.5% | +6.7% | +64.9% | +66.8% |
| 3Y | +149.1% | +47.5% | +101.6% | +100.0% |
| All | +164.7% | +39.0% | +125.7% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 5y: compounded portfolio wealth divided by compounded TDY 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…
5y analysis · Full analysis span regression · 6 months rolling