-23.0%
TNA vs COPX
+163.4%
-186.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | -7.3% | -2.3% | -4.9% | -5.6% |
| 30D | -14.2% | +0.3% | -14.4% | -15.3% |
| 3M | -4.6% | +6.8% | -11.4% | -13.4% |
| 6M | +36.9% | +7.9% | +29.0% | +21.7% |
| YTD | +42.5% | +23.7% | +18.8% | +4.8% |
| 1Y | +45.8% | +71.5% | -25.8% | -26.6% |
| 3Y | +104.7% | +149.1% | -44.4% | -35.0% |
| All | -23.0% | +163.4% | -186.4% | -76.2% |
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