+161.2%
COPX vs TLN
+583.6%
-422.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.8% | -4.4% | -1.6% |
| 7D | -4.0% | +7.1% | -11.0% | -5.6% |
| 30D | +4.5% | -3.9% | +8.4% | +5.3% |
| 3M | +0.8% | -16.2% | +17.0% | +4.7% |
| 6M | +3.2% | -5.8% | +9.0% | +4.0% |
| YTD | +26.7% | -15.4% | +42.1% | +29.6% |
| 1Y | +85.7% | -16.7% | +102.4% | +90.4% |
| 3Y | +151.2% | +473.8% | -322.6% | +63.1% |
| All | +161.2% | +583.6% | -422.4% | +67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling