+173.1%
COPX vs TLN
+494.5%
-321.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.8% | +1.3% | +3.4% |
| 7D | +5.8% | +10.9% | -5.1% | +3.1% |
| 30D | +7.2% | -6.3% | +13.5% | +8.7% |
| 3M | +16.5% | -10.7% | +27.2% | +19.1% |
| 6M | +18.4% | +1.6% | +16.8% | +17.5% |
| YTD | +31.9% | -13.1% | +45.0% | +34.1% |
| 1Y | +88.5% | -15.1% | +103.5% | +92.3% |
| 3Y | +173.1% | +495.0% | -321.9% | +83.4% |
| All | +173.1% | +494.5% | -321.4% | +83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling