+184.0%
COPX vs TDY
+1,303.2%
-1,119.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.2% | -7.2% | -7.1% |
| 7D | -2.9% | -1.9% | -1.0% | -1.7% |
| 30D | 0.0% | -12.5% | +12.5% | +9.1% |
| 3M | +14.8% | -0.8% | +15.6% | +15.3% |
| 6M | +7.0% | -9.0% | +16.0% | +14.4% |
| YTD | +23.8% | +16.8% | +7.1% | +12.4% |
| 1Y | +75.7% | +9.5% | +66.2% | +65.7% |
| 3Y | +156.4% | +45.4% | +111.0% | +95.5% |
| 5Y | +167.6% | +37.8% | +129.8% | +106.8% |
| 10Y | +569.1% | +470.2% | +98.9% | +58.5% |
| All | +184.0% | +1,303.2% | -1,119.2% | -69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling