+104.6%
COPX vs TLN
+733.8%
-629.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.1% | -5.4% | -3.8% |
| 7D | +1.1% | +22.3% | -21.2% | -3.8% |
| 30D | -15.9% | +1.2% | -17.1% | -16.4% |
| 3M | -19.6% | +5.9% | -25.5% | -21.4% |
| 6M | -21.5% | +3.2% | -24.7% | -23.1% |
| YTD | -0.8% | +3.2% | -3.9% | -3.9% |
| 1Y | +15.2% | +5.2% | +10.0% | +10.9% |
| 3Y | +134.7% | +606.3% | -471.5% | +43.5% |
| All | +104.6% | +733.8% | -629.2% | +24.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling