+1,090.4%
TMO vs COPX
+179.5%
+910.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -0.6% | -2.3% | +1.7% | -0.1% |
| 30D | +1.1% | +0.3% | +0.9% | +0.9% |
| 3M | +28.3% | +6.8% | +21.5% | +24.9% |
| 6M | +23.3% | +7.9% | +15.3% | +18.3% |
| YTD | +5.5% | +23.7% | -18.3% | -3.6% |
| 1Y | +24.5% | +71.5% | -47.0% | +2.7% |
| 3Y | +19.6% | +149.1% | -129.5% | -14.3% |
| 5Y | +8.1% | +167.3% | -159.2% | -26.4% |
| 10Y | +336.7% | +568.5% | -231.8% | +102.3% |
| All | +1,090.4% | +179.5% | +910.9% | +604.7% |
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