+155.3%
COPX vs TLN
+571.8%
-416.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.5% | -4.4% | -6.4% |
| 7D | -2.9% | +2.0% | -4.9% | -3.3% |
| 30D | 0.0% | -12.9% | +13.0% | +3.3% |
| 3M | +14.8% | -7.4% | +22.2% | +16.5% |
| 6M | +7.0% | -6.0% | +13.1% | +8.1% |
| YTD | +23.8% | -16.9% | +40.7% | +27.3% |
| 1Y | +75.7% | -22.6% | +98.3% | +83.0% |
| 3Y | +156.4% | +469.0% | -312.6% | +66.8% |
| All | +155.3% | +571.8% | -416.5% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TLN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling