+32.2%
COPX vs TKO
+5.6%
+26.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.4% | +0.6% | +3.3% |
| 7D | -3.0% | +11.3% | -14.2% | -4.9% |
| 30D | -13.6% | +9.3% | -22.9% | -15.1% |
| 3M | -11.2% | +5.3% | -16.5% | -12.4% |
| 6M | -2.4% | +4.9% | -7.3% | -5.4% |
| YTD | +4.2% | -6.3% | +10.5% | +5.3% |
| 1Y | +32.2% | +4.9% | +27.3% | +28.5% |
| All | +32.2% | +5.6% | +26.5% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 1y: compounded portfolio wealth divided by compounded TKO 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…
1y analysis · Full analysis span regression · 6 months rolling