+314.1%
COPX vs TMF
-82.1%
+396.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.6% |
| 7D | -2.8% | -9.3% | +6.4% | -3.7% |
| 30D | -14.3% | +1.9% | -16.3% | -14.1% |
| 3M | -19.0% | -11.2% | -7.8% | -19.9% |
| 6M | -24.4% | -17.7% | -6.7% | -25.8% |
| YTD | -3.2% | -24.5% | +21.2% | -5.8% |
| 1Y | +15.2% | -29.4% | +44.6% | +11.2% |
| 3Y | +127.6% | -33.4% | +161.1% | +122.6% |
| 5Y | +106.0% | -88.7% | +194.7% | +41.3% |
| All | +314.1% | -82.1% | +396.2% | +237.7% |
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