-34.3%
TLT vs COPX
+187.4%
-221.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.6% |
| 7D | -0.3% | +6.0% | -6.2% | -0.4% |
| 30D | 0.0% | +6.4% | -6.5% | -0.2% |
| 3M | -2.9% | +19.3% | -22.2% | -3.4% |
| 6M | -6.3% | +16.2% | -22.5% | -6.8% |
| YTD | -3.3% | +33.2% | -36.5% | -4.3% |
| 1Y | -4.2% | +90.2% | -94.4% | -5.9% |
| 3Y | -1.7% | +175.7% | -177.3% | -4.6% |
| All | -34.3% | +187.4% | -221.7% | -35.4% |
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