+135.3%
COPX vs TMF
-51.0%
+186.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -1.5% | -3.4% | +1.8% | -2.2% |
| 30D | -14.0% | +11.5% | -25.5% | -12.0% |
| 3M | -17.1% | -4.5% | -12.6% | -17.7% |
| 6M | -15.9% | -15.0% | -0.9% | -18.4% |
| YTD | +2.6% | -19.9% | +22.5% | -1.7% |
| 1Y | +21.6% | -26.6% | +48.2% | +14.5% |
| 3Y | +142.7% | -29.8% | +172.5% | +132.2% |
| 5Y | +122.2% | -88.2% | +210.4% | +37.1% |
| 10Y | +338.8% | -81.4% | +420.1% | +263.6% |
| All | +135.3% | -51.0% | +186.3% | +312.3% |
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