+565.2%
COPX vs TKO
+989.7%
-424.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.2% |
| 7D | -2.3% | +2.3% | -4.7% | -2.9% |
| 30D | +0.3% | -2.5% | +2.7% | +0.8% |
| 3M | +6.8% | -10.6% | +17.4% | +9.3% |
| 6M | +7.9% | -5.1% | +13.0% | +8.7% |
| YTD | +23.7% | -8.2% | +32.0% | +25.4% |
| 1Y | +71.5% | -4.4% | +76.0% | +71.6% |
| 3Y | +149.1% | +100.4% | +48.7% | +102.2% |
| 5Y | +167.3% | +294.3% | -127.0% | +78.3% |
| All | +565.2% | +989.7% | -424.4% | +236.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling