+886.8%
TEL vs COPX
+179.5%
+707.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.6% |
| 7D | +1.6% | -2.3% | +3.9% | +2.4% |
| 30D | -0.7% | +0.3% | -0.9% | -1.2% |
| 3M | +2.4% | +6.8% | -4.4% | -1.4% |
| 6M | +4.1% | +7.9% | -3.8% | -1.4% |
| YTD | -5.8% | +23.7% | -29.6% | -16.8% |
| 1Y | +0.9% | +71.5% | -70.7% | -23.1% |
| 3Y | +72.6% | +149.1% | -76.5% | +7.6% |
| 5Y | +57.5% | +167.3% | -109.8% | -8.1% |
| 10Y | +313.6% | +568.5% | -254.9% | +49.1% |
| All | +886.8% | +179.5% | +707.3% | +403.9% |
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 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