+736.3%
TT vs COPX
+307.7%
+428.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.6% |
| 7D | +4.0% | -2.8% | +6.9% | +5.0% |
| 30D | -11.3% | -14.3% | +3.0% | -6.8% |
| 3M | -12.3% | -19.0% | +6.8% | -6.5% |
| 6M | -10.8% | -24.4% | +13.6% | -3.7% |
| YTD | +8.2% | -3.2% | +11.4% | +6.2% |
| 1Y | +1.5% | +15.2% | -13.7% | -6.3% |
| 3Y | +91.5% | +127.6% | -36.2% | +33.4% |
| 5Y | +130.2% | +106.0% | +24.2% | +60.7% |
| All | +736.3% | +307.7% | +428.6% | +284.5% |
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