+149.1%
COPX vs TMF
-29.8%
+178.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.1% | +5.5% | +5.6% |
| 7D | +3.3% | +0.6% | +2.7% | +3.2% |
| 30D | -12.2% | +16.3% | -28.6% | -14.1% |
| 3M | -14.5% | -2.7% | -11.8% | -14.3% |
| 6M | -12.2% | -13.2% | +1.0% | -10.7% |
| YTD | +5.2% | -16.7% | +21.9% | +7.3% |
| 1Y | +27.0% | -22.7% | +49.7% | +30.3% |
| 3Y | +149.1% | -26.1% | +175.2% | +158.7% |
| All | +149.1% | -29.8% | +178.9% | +158.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling