+349.0%
TPR vs COPX
+186.2%
+162.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | -2.3% | -4.0% | +1.7% | -0.4% |
| 30D | -23.0% | +4.5% | -27.5% | -24.7% |
| 3M | -12.5% | +0.8% | -13.3% | -14.2% |
| 6M | -21.4% | +3.2% | -24.6% | -24.7% |
| YTD | -3.5% | +26.7% | -30.2% | -18.3% |
| 1Y | +17.4% | +85.7% | -68.3% | -19.0% |
| 3Y | +291.3% | +151.2% | +140.1% | +122.7% |
| 5Y | +241.9% | +170.0% | +71.9% | +81.7% |
| 10Y | +322.7% | +572.9% | -250.3% | +35.8% |
| All | +349.0% | +186.2% | +162.8% | +88.2% |
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 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