+503.9%
COPX vs TXG
+21.5%
+482.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.7% | -0.6% | +3.2% |
| 7D | +5.8% | +9.4% | -3.6% | +4.0% |
| 30D | +7.2% | +26.1% | -18.9% | +2.3% |
| 3M | +16.5% | +124.8% | -108.3% | -1.0% |
| 6M | +18.4% | +215.2% | -196.8% | -6.0% |
| YTD | +31.9% | +302.2% | -270.3% | -0.3% |
| 1Y | +88.5% | +370.9% | -282.4% | +36.5% |
| 3Y | +173.1% | +38.5% | +134.6% | +131.0% |
| 5Y | +193.1% | -64.4% | +257.5% | +187.6% |
| All | +503.9% | +21.5% | +482.4% | +343.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling