+4,774.9%
TDG vs COPX
+179.5%
+4,595.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -1.9% | -2.3% | +0.5% | -1.3% |
| 30D | -7.7% | +0.3% | -8.0% | -8.1% |
| 3M | -9.3% | +6.8% | -16.1% | -12.4% |
| 6M | -9.4% | +7.9% | -17.3% | -13.8% |
| YTD | -14.3% | +23.7% | -38.0% | -23.5% |
| 1Y | -11.8% | +71.5% | -83.4% | -30.9% |
| 3Y | +52.0% | +149.1% | -97.1% | -1.2% |
| 5Y | +128.8% | +167.3% | -38.5% | +40.9% |
| 10Y | +543.8% | +568.5% | -24.7% | +163.5% |
| All | +4,774.9% | +179.5% | +4,595.4% | +2,449.5% |
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