+6,212.2%
TSM vs COPX
+186.2%
+6,025.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.1% |
| 7D | +2.7% | -4.0% | +6.7% | +4.4% |
| 30D | +3.6% | +4.5% | -0.9% | +1.5% |
| 3M | -3.4% | +0.8% | -4.2% | -4.2% |
| 6M | +20.6% | +3.2% | +17.4% | +17.6% |
| YTD | +41.9% | +26.7% | +15.2% | +25.9% |
| 1Y | +84.4% | +85.7% | -1.3% | +39.2% |
| 3Y | +380.2% | +151.2% | +229.1% | +212.5% |
| 5Y | +275.3% | +170.0% | +105.3% | +131.2% |
| 10Y | +1,751.4% | +572.9% | +1,178.5% | +651.0% |
| All | +6,212.2% | +186.2% | +6,025.9% | +3,286.3% |
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