+407.0%
TSM vs COPX
+168.3%
+238.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.8% | -1.3% |
| 7D | +4.8% | +6.0% | -1.2% | +1.9% |
| 30D | +4.0% | +6.4% | -2.4% | +0.8% |
| 3M | +2.0% | +19.3% | -17.3% | -6.8% |
| 6M | +25.5% | +16.2% | +9.3% | +15.0% |
| YTD | +44.0% | +33.2% | +10.8% | +22.0% |
| 1Y | +75.4% | +90.2% | -14.8% | +25.0% |
| All | +407.0% | +168.3% | +238.6% | +198.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling