-50.0%
TE vs COPX
+447.6%
-497.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.5% |
| 7D | +15.0% | +6.0% | +9.0% | +11.5% |
| 30D | -7.5% | +6.4% | -14.0% | -10.6% |
| 3M | -42.0% | +19.3% | -61.2% | -46.6% |
| 6M | -31.4% | +16.2% | -47.7% | -35.7% |
| YTD | -26.5% | +33.2% | -59.7% | -35.8% |
| 1Y | +153.1% | +90.2% | +62.9% | +87.1% |
| 3Y | -20.7% | +175.7% | -196.3% | -48.8% |
| 5Y | -45.4% | +193.1% | -238.6% | -65.0% |
| All | -50.0% | +447.6% | -497.6% | -68.3% |
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