+148.6%
TE vs COPX
+84.7%
+64.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +2.0% | +1.9% |
| 7D | -4.0% | -4.0% | 0.0% | -0.1% |
| 30D | -15.9% | +4.5% | -20.4% | -19.5% |
| 3M | -60.5% | +0.8% | -61.4% | -60.4% |
| 6M | -35.2% | +3.2% | -38.4% | -35.1% |
| YTD | -31.1% | +26.7% | -57.9% | -43.8% |
| 1Y | +148.6% | +85.7% | +63.0% | +0.8% |
| All | +148.6% | +84.7% | +64.0% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling