+168.1%
COPX vs TXT
+5.5%
+162.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | +6.0% | +0.8% | +5.2% | +5.5% |
| 30D | +6.4% | -10.4% | +16.9% | +12.4% |
| 3M | +19.3% | -14.3% | +33.6% | +28.7% |
| 6M | +16.2% | -15.1% | +31.3% | +25.8% |
| YTD | +33.2% | -8.3% | +41.5% | +37.9% |
| 1Y | +90.2% | -0.7% | +90.9% | +88.9% |
| All | +168.1% | +5.5% | +162.6% | +136.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling