+1,643.1%
TSM vs COPX
+307.7%
+1,335.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -0.5% |
| 7D | +6.2% | -2.8% | +9.0% | +7.6% |
| 30D | -7.3% | -14.3% | +7.1% | -0.1% |
| 3M | -7.1% | -19.0% | +11.9% | +2.4% |
| 6M | +0.2% | -24.4% | +24.7% | +13.3% |
| YTD | +32.2% | -3.2% | +35.5% | +30.8% |
| 1Y | +42.8% | +15.2% | +27.6% | +29.7% |
| 3Y | +330.4% | +127.6% | +202.8% | +175.1% |
| 5Y | +263.9% | +106.0% | +157.9% | +136.3% |
| All | +1,643.1% | +307.7% | +1,335.4% | +664.1% |
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