+1,415.9%
TMUS vs COPX
+186.2%
+1,229.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.8% | -3.3% |
| 7D | +0.1% | -4.0% | +4.1% | +1.1% |
| 30D | +5.3% | +4.5% | +0.7% | +3.9% |
| 3M | +3.1% | +0.8% | +2.3% | +1.8% |
| 6M | -16.5% | +3.2% | -19.6% | -19.0% |
| YTD | -9.2% | +26.7% | -35.9% | -17.7% |
| 1Y | -26.5% | +85.7% | -112.2% | -40.8% |
| 3Y | +39.0% | +151.2% | -112.1% | -1.9% |
| 5Y | +40.4% | +170.0% | -129.6% | -7.1% |
| 10Y | +303.7% | +572.9% | -269.2% | +71.4% |
| All | +1,415.9% | +186.2% | +1,229.7% | +847.5% |
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