+135.3%
COPX vs TXT
+309.4%
-174.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.3% |
| 7D | -1.5% | -0.8% | -0.7% | -1.1% |
| 30D | -14.0% | +13.4% | -27.4% | -20.2% |
| 3M | -17.1% | -2.5% | -14.6% | -16.7% |
| 6M | -15.9% | -6.2% | -9.7% | -13.8% |
| YTD | +2.6% | -1.3% | +4.0% | +1.7% |
| 1Y | +21.6% | +4.3% | +17.3% | +16.9% |
| 3Y | +142.7% | +13.2% | +129.5% | +118.0% |
| 5Y | +122.2% | +12.4% | +109.9% | +97.0% |
| 10Y | +338.8% | +94.8% | +244.0% | +158.6% |
| All | +135.3% | +309.4% | -174.1% | -21.0% |
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