+619.4%
COPX vs TMF
-86.2%
+705.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +0.8% |
| 7D | +6.0% | -0.9% | +6.9% | +5.9% |
| 30D | +6.4% | -1.0% | +7.4% | +6.4% |
| 3M | +19.3% | -11.3% | +30.6% | +17.9% |
| 6M | +16.2% | -22.7% | +38.9% | +13.0% |
| YTD | +33.2% | -17.3% | +50.5% | +30.6% |
| 1Y | +90.2% | -22.5% | +112.7% | +85.4% |
| 3Y | +175.7% | -43.2% | +218.9% | +161.5% |
| 5Y | +193.1% | -88.3% | +281.4% | +100.9% |
| 10Y | +619.4% | -86.0% | +705.4% | +504.2% |
| All | +619.4% | -86.2% | +705.6% | +504.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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