+324.8%
COPX vs TMF
-81.8%
+406.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.4% | +1.2% | -3.7% |
| 7D | +1.1% | -8.2% | +9.3% | +0.3% |
| 30D | -15.9% | +5.3% | -21.2% | -15.4% |
| 3M | -19.6% | -8.5% | -11.1% | -20.2% |
| 6M | -21.5% | -17.2% | -4.3% | -22.9% |
| YTD | -0.8% | -23.4% | +22.7% | -3.3% |
| 1Y | +15.2% | -30.2% | +45.4% | +11.1% |
| 3Y | +134.7% | -32.9% | +167.7% | +129.6% |
| 5Y | +111.3% | -88.5% | +199.9% | +45.1% |
| All | +324.8% | -81.8% | +406.6% | +246.9% |
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