+32.2%
COPX vs TW
+20.8%
+11.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +4.3% |
| 7D | -3.0% | +6.0% | -8.9% | -1.3% |
| 30D | -13.6% | +18.6% | -32.2% | -9.5% |
| 3M | -11.2% | +26.5% | -37.8% | -5.2% |
| 6M | -2.4% | +13.1% | -15.5% | +2.5% |
| YTD | +4.2% | +18.5% | -14.3% | +14.3% |
| 1Y | +32.2% | +21.7% | +10.5% | +43.7% |
| All | +32.2% | +20.8% | +11.4% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling