+303.8%
TD vs COPX
+583.8%
-280.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -0.5% | -2.3% | +1.8% | +0.1% |
| 30D | -1.9% | +0.3% | -2.2% | -2.3% |
| 3M | +4.8% | +6.8% | -2.1% | +1.4% |
| 6M | +28.0% | +7.9% | +20.0% | +21.7% |
| YTD | +30.3% | +23.7% | +6.6% | +16.5% |
| 1Y | +59.8% | +71.5% | -11.8% | +25.7% |
| 3Y | +124.7% | +149.1% | -24.4% | +46.6% |
| 5Y | +127.0% | +167.3% | -40.4% | +38.4% |
| All | +303.8% | +583.8% | -280.0% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 10y: compounded portfolio wealth divided by compounded COPX 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…
10y analysis · Full analysis span regression · 6 months rolling