+1,779.8%
TSM vs COPX
+583.8%
+1,196.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | +1.0% | -2.3% | +3.4% | +2.0% |
| 30D | +1.0% | +0.3% | +0.7% | +0.5% |
| 3M | +2.9% | +6.8% | -3.9% | -0.9% |
| 6M | +22.8% | +7.9% | +14.9% | +16.7% |
| YTD | +43.3% | +23.7% | +19.6% | +26.4% |
| 1Y | +69.2% | +71.5% | -2.4% | +27.7% |
| 3Y | +404.5% | +149.1% | +255.4% | +210.5% |
| 5Y | +282.2% | +167.3% | +114.9% | +120.4% |
| All | +1,779.8% | +583.8% | +1,196.0% | +593.5% |
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 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