+398.6%
TPR vs COPX
+130.1%
+268.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.8% | +1.2% |
| 7D | +12.1% | +1.6% | +10.4% | +10.8% |
| 30D | +16.7% | -15.0% | +31.7% | +25.3% |
| 3M | -17.4% | -18.6% | +1.2% | -10.1% |
| 6M | +2.3% | -14.9% | +17.2% | +6.7% |
| YTD | +7.1% | +1.8% | +5.3% | -0.6% |
| 1Y | +29.5% | +19.7% | +9.8% | +10.3% |
| 3Y | +415.0% | +140.9% | +274.2% | +193.3% |
| 5Y | +261.5% | +130.6% | +130.9% | +104.8% |
| 10Y | +383.3% | +326.5% | +56.8% | +86.3% |
| All | +398.6% | +130.1% | +268.5% | +128.9% |
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