+126.9%
TD vs COPX
+163.4%
-36.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.2% |
| 3M | +4.8% | +6.8% | -2.1% | +2.3% |
| 6M | +28.0% | +7.9% | +20.0% | +23.3% |
| YTD | +30.3% | +23.7% | +6.6% | +19.7% |
| 1Y | +59.8% | +71.5% | -11.8% | +32.8% |
| 3Y | +124.7% | +149.1% | -24.4% | +59.7% |
| All | +126.9% | +163.4% | -36.5% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling