+317.5%
TMUS vs COPX
+583.8%
-266.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +0.4% | -2.3% | +2.8% | +0.8% |
| 30D | +3.5% | +0.3% | +3.3% | +3.3% |
| 3M | -1.3% | +6.8% | -8.1% | -2.9% |
| 6M | -13.6% | +7.9% | -21.6% | -15.9% |
| YTD | -8.8% | +23.7% | -32.5% | -14.2% |
| 1Y | -22.9% | +71.5% | -94.4% | -32.6% |
| 3Y | +36.7% | +149.1% | -112.4% | +6.7% |
| 5Y | +46.6% | +167.3% | -120.7% | +9.3% |
| All | +317.5% | +583.8% | -266.3% | +114.6% |
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