+145.3%
COPX vs TPG
+74.1%
+71.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.6% |
| 7D | -2.3% | -9.4% | +7.1% | +1.0% |
| 30D | +0.3% | -5.3% | +5.5% | +1.8% |
| 3M | +6.8% | +12.9% | -6.1% | +1.7% |
| 6M | +7.9% | +20.1% | -12.1% | +0.3% |
| YTD | +23.7% | -22.5% | +46.2% | +32.7% |
| 1Y | +71.5% | -19.7% | +91.2% | +80.7% |
| 3Y | +149.1% | +81.2% | +67.9% | +83.1% |
| All | +145.3% | +74.1% | +71.2% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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