+381.0%
COPX vs TW
+211.4%
+169.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.0% | +7.1% | +5.0% |
| 7D | +5.8% | -3.5% | +9.2% | +6.8% |
| 30D | +7.2% | +0.5% | +6.7% | +6.9% |
| 3M | +16.5% | +4.9% | +11.6% | +13.6% |
| 6M | +18.4% | -17.1% | +35.6% | +24.2% |
| YTD | +31.9% | -3.9% | +35.8% | +30.4% |
| 1Y | +88.5% | -13.3% | +101.7% | +93.2% |
| 3Y | +173.1% | +20.9% | +152.2% | +138.5% |
| 5Y | +193.1% | +20.5% | +172.6% | +148.8% |
| All | +381.0% | +211.4% | +169.6% | +192.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling