+306.7%
TPR vs COPX
+606.7%
-300.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.8% |
| 7D | -7.3% | +6.0% | -13.3% | -10.5% |
| 30D | -30.7% | +6.4% | -37.2% | -33.3% |
| 3M | -21.6% | +19.3% | -40.9% | -30.2% |
| 6M | -21.3% | +16.2% | -37.6% | -30.3% |
| YTD | -10.2% | +33.2% | -43.3% | -28.7% |
| 1Y | +9.5% | +90.2% | -80.7% | -31.1% |
| 3Y | +280.8% | +175.7% | +105.1% | +78.6% |
| 5Y | +218.7% | +193.1% | +25.6% | +35.6% |
| 10Y | +306.7% | +619.4% | -312.8% | -18.3% |
| All | +306.7% | +606.7% | -300.0% | -18.3% |
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