+537.0%
TDG vs COPX
+583.8%
-46.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -1.9% | -2.3% | +0.5% | -1.2% |
| 30D | -7.7% | +0.3% | -8.0% | -8.2% |
| 3M | -9.3% | +6.8% | -16.1% | -12.6% |
| 6M | -9.4% | +7.9% | -17.3% | -14.2% |
| YTD | -14.3% | +23.7% | -38.0% | -24.5% |
| 1Y | -11.8% | +71.5% | -83.4% | -32.8% |
| 3Y | +52.0% | +149.1% | -97.1% | -7.1% |
| 5Y | +128.8% | +167.3% | -38.5% | +30.1% |
| All | +537.0% | +583.8% | -46.8% | +107.6% |
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 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