+95.6%
TFC vs COPX
+583.8%
-488.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -2.4% | -2.3% | -0.1% | -1.7% |
| 30D | -3.4% | +0.3% | -3.6% | -4.0% |
| 3M | +0.4% | +6.8% | -6.4% | -3.9% |
| 6M | +12.7% | +7.9% | +4.7% | +5.2% |
| YTD | +5.6% | +23.7% | -18.2% | -9.2% |
| 1Y | +16.0% | +71.5% | -55.5% | -15.3% |
| 3Y | +94.0% | +149.1% | -55.1% | +12.5% |
| 5Y | +16.2% | +167.3% | -151.2% | -38.0% |
| All | +95.6% | +583.8% | -488.2% | -43.2% |
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