+164.7%
COPX vs TXG
-62.8%
+227.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -0.7% |
| 7D | -2.3% | +9.5% | -11.8% | -4.1% |
| 30D | +0.3% | +18.8% | -18.5% | -3.2% |
| 3M | +6.8% | +136.1% | -129.3% | -10.3% |
| 6M | +7.9% | +235.2% | -227.3% | -15.6% |
| YTD | +23.7% | +320.5% | -296.8% | -7.7% |
| 1Y | +71.5% | +425.2% | -353.7% | +21.3% |
| 3Y | +149.1% | +42.9% | +106.2% | +108.6% |
| All | +164.7% | -62.8% | +227.5% | +135.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling