+149.3%
COPX vs TXG
+39.1%
+110.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.4% | -5.6% | -6.7% |
| 7D | -2.9% | +5.0% | -7.9% | -3.8% |
| 30D | 0.0% | +13.5% | -13.5% | -2.6% |
| 3M | +14.8% | +128.0% | -113.2% | -3.4% |
| 6M | +7.0% | +224.4% | -217.4% | -16.2% |
| YTD | +23.8% | +307.0% | -283.1% | -7.4% |
| 1Y | +75.7% | +427.2% | -351.5% | +23.6% |
| All | +149.3% | +39.1% | +110.2% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 3y: compounded portfolio wealth divided by compounded TXG 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…
3y analysis · Full analysis span regression · 6 months rolling