-49.3%
TE vs COPX
+163.4%
-212.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | +0.2% | -2.3% | +2.6% | +2.4% |
| 30D | -5.9% | +0.3% | -6.2% | -6.0% |
| 3M | -45.6% | +6.8% | -52.4% | -47.8% |
| 6M | -43.4% | +7.9% | -51.3% | -46.0% |
| YTD | -31.0% | +23.7% | -54.7% | -41.8% |
| 1Y | +145.2% | +71.5% | +73.7% | +60.0% |
| 3Y | -24.1% | +149.1% | -173.2% | -62.2% |
| All | -49.3% | +163.4% | -212.7% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling