+117.9%
TT vs COPX
+165.8%
-47.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -1.4% |
| 7D | +1.6% | +5.8% | -4.2% | +0.2% |
| 30D | -7.3% | +7.2% | -14.5% | -8.9% |
| 3M | -2.6% | +16.5% | -19.1% | -6.4% |
| 6M | +5.9% | +18.4% | -12.6% | +0.5% |
| YTD | +15.4% | +31.9% | -16.5% | +6.8% |
| 1Y | +8.2% | +88.5% | -80.2% | -7.6% |
| All | +117.9% | +165.8% | -47.9% | +71.4% |
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