+277.6%
TSM vs COPX
+167.3%
+110.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.0% | +5.3% | +1.6% |
| 7D | +2.6% | -2.9% | +5.5% | +3.9% |
| 30D | +1.4% | 0.0% | +1.4% | +1.1% |
| 3M | +5.0% | +14.8% | -9.8% | -2.4% |
| 6M | +24.0% | +7.0% | +16.9% | +18.1% |
| YTD | +41.6% | +23.8% | +17.7% | +24.6% |
| 1Y | +66.2% | +75.7% | -9.5% | +23.7% |
| 3Y | +398.2% | +156.4% | +241.8% | +200.8% |
| 5Y | +277.6% | +167.6% | +110.0% | +117.7% |
| All | +277.6% | +167.3% | +110.3% | +117.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling