+167.6%
COPX vs TW
+19.6%
+148.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.5% | -6.5% | -6.9% |
| 7D | -2.9% | -2.7% | -0.2% | -2.4% |
| 30D | 0.0% | -1.7% | +1.8% | +0.3% |
| 3M | +14.8% | +1.6% | +13.2% | +13.6% |
| 6M | +7.0% | -17.7% | +24.7% | +11.5% |
| YTD | +23.8% | -4.3% | +28.2% | +23.0% |
| 1Y | +75.7% | -13.1% | +88.8% | +79.6% |
| 3Y | +156.4% | +20.3% | +136.1% | +127.5% |
| 5Y | +167.6% | +22.0% | +145.6% | +126.8% |
| All | +167.6% | +19.6% | +148.0% | +126.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling