+47.5%
TLT vs COPX
+198.0%
-150.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | +0.4% |
| 7D | +0.4% | +5.8% | -5.4% | +1.0% |
| 30D | -0.3% | +7.2% | -7.5% | +0.4% |
| 3M | -1.7% | +16.5% | -18.2% | 0.0% |
| 6M | -4.9% | +18.4% | -23.4% | -2.8% |
| YTD | -2.8% | +31.9% | -34.7% | +0.8% |
| 1Y | -4.2% | +88.5% | -92.7% | +3.7% |
| 3Y | -1.1% | +173.1% | -174.2% | +13.0% |
| 5Y | -33.7% | +193.1% | -226.8% | -22.3% |
| 10Y | -20.7% | +591.7% | -612.4% | +14.1% |
| All | +47.5% | +198.0% | -150.5% | +92.8% |
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