+190.5%
COPX vs TMF
-48.5%
+239.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -4.0% | -1.4% | -2.5% | -4.3% |
| 30D | +4.5% | -2.8% | +7.4% | +4.0% |
| 3M | +0.8% | -10.9% | +11.7% | -1.4% |
| 6M | +3.2% | -21.3% | +24.5% | -1.8% |
| YTD | +26.7% | -15.9% | +42.6% | +22.4% |
| 1Y | +85.7% | -15.7% | +101.4% | +79.8% |
| 3Y | +151.2% | -43.4% | +194.5% | +128.4% |
| 5Y | +170.0% | -87.8% | +257.7% | +68.1% |
| 10Y | +572.9% | -86.7% | +659.7% | +398.1% |
| All | +190.5% | -48.5% | +239.1% | +413.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling