+184.0%
COPX vs TKO
+1,594.8%
-1,410.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.8% | -6.2% | -6.8% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | 0.0% | -2.6% | +2.6% | +0.5% |
| 3M | +14.8% | -7.8% | +22.6% | +16.5% |
| 6M | +7.0% | -7.0% | +14.1% | +8.3% |
| YTD | +23.8% | -8.5% | +32.4% | +25.5% |
| 1Y | +75.7% | -1.3% | +77.0% | +74.4% |
| 3Y | +156.4% | +105.0% | +51.4% | +109.3% |
| 5Y | +167.6% | +292.9% | -125.3% | +83.1% |
| 10Y | +569.1% | +979.3% | -410.2% | +235.5% |
| All | +184.0% | +1,594.8% | -1,410.9% | +3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling