+93.7%
TFC vs COPX
+149.6%
-55.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.0% | +7.3% | +1.8% |
| 7D | -2.5% | -2.9% | +0.4% | -2.0% |
| 30D | -2.8% | 0.0% | -2.9% | -3.1% |
| 3M | +2.1% | +14.8% | -12.7% | -1.9% |
| 6M | +10.1% | +7.0% | +3.1% | +6.4% |
| YTD | +5.4% | +23.8% | -18.4% | -3.9% |
| 1Y | +16.3% | +75.7% | -59.4% | -6.0% |
| All | +93.7% | +149.6% | -55.9% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling