+190.5%
COPX vs TXT
+276.5%
-86.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.4% |
| 7D | -4.0% | -4.8% | +0.8% | -1.4% |
| 30D | +4.5% | -10.6% | +15.2% | +11.0% |
| 3M | +0.8% | -13.2% | +14.0% | +8.5% |
| 6M | +3.2% | -20.3% | +23.5% | +16.6% |
| YTD | +26.7% | -9.3% | +36.0% | +32.4% |
| 1Y | +85.7% | -2.7% | +88.4% | +86.3% |
| 3Y | +151.2% | +1.4% | +149.8% | +141.2% |
| 5Y | +170.0% | +9.6% | +160.4% | +144.0% |
| 10Y | +572.9% | +94.9% | +478.0% | +297.5% |
| All | +190.5% | +276.5% | -86.0% | +2.9% |
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