+485.7%
TD vs COPX
+198.0%
+287.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.1% | -5.0% | -2.3% |
| 7D | +0.9% | +5.8% | -4.9% | -1.1% |
| 30D | -0.7% | +7.2% | -7.9% | -3.3% |
| 3M | +6.3% | +16.5% | -10.2% | -0.3% |
| 6M | +27.9% | +18.4% | +9.5% | +17.7% |
| YTD | +29.8% | +31.9% | -2.1% | +13.6% |
| 1Y | +63.7% | +88.5% | -24.8% | +24.7% |
| 3Y | +128.3% | +173.1% | -44.8% | +45.3% |
| 5Y | +125.5% | +193.1% | -67.6% | +35.0% |
| 10Y | +296.7% | +591.7% | -295.0% | +54.4% |
| All | +485.7% | +198.0% | +287.8% | +185.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling