+121.8%
COPX vs TXT
+298.4%
-176.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.1% |
| 7D | -2.8% | +0.1% | -3.0% | -2.9% |
| 30D | -14.3% | +13.3% | -27.7% | -20.5% |
| 3M | -19.0% | -5.0% | -14.1% | -17.5% |
| 6M | -24.4% | -8.4% | -16.0% | -21.5% |
| YTD | -3.2% | -4.0% | +0.7% | -2.7% |
| 1Y | +15.2% | +2.8% | +12.4% | +11.6% |
| 3Y | +127.6% | +10.3% | +117.4% | +107.4% |
| 5Y | +106.0% | +9.2% | +96.9% | +85.5% |
| 10Y | +313.7% | +89.6% | +224.1% | +147.5% |
| All | +121.8% | +298.4% | -176.6% | -24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling