+71.5%
COPX vs TXT
0.0%
+71.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -1.2% |
| 7D | -2.3% | +2.5% | -4.8% | -3.5% |
| 30D | +0.3% | -8.9% | +9.1% | +5.0% |
| 3M | +6.8% | -13.6% | +20.4% | +14.6% |
| 6M | +7.9% | -13.1% | +21.0% | +14.7% |
| YTD | +23.7% | -7.0% | +30.8% | +27.0% |
| 1Y | +71.5% | -1.4% | +72.9% | +73.3% |
| All | +71.5% | 0.0% | +71.5% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling