-53.1%
TE vs COPX
+408.8%
-461.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | +0.2% | -2.3% | +2.6% | +1.8% |
| 30D | -5.9% | +0.3% | -6.2% | -5.8% |
| 3M | -45.6% | +6.8% | -52.4% | -46.9% |
| 6M | -43.4% | +7.9% | -51.3% | -44.6% |
| YTD | -31.0% | +23.7% | -54.7% | -37.1% |
| 1Y | +145.2% | +71.5% | +73.7% | +91.8% |
| 3Y | -24.1% | +149.1% | -173.2% | -48.4% |
| 5Y | -48.1% | +167.3% | -215.5% | -65.3% |
| All | -53.1% | +408.8% | -461.9% | -69.0% |
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