+133.5%
TT vs COPX
+113.6%
+20.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.7% |
| 7D | +8.1% | +1.1% | +6.9% | +7.7% |
| 30D | -11.3% | -15.9% | +4.6% | -7.3% |
| 3M | -11.2% | -19.6% | +8.4% | -6.3% |
| 6M | -8.9% | -21.5% | +12.6% | -4.0% |
| YTD | +9.7% | -0.8% | +10.5% | +7.8% |
| 1Y | +1.3% | +15.2% | -13.9% | -4.4% |
| 3Y | +93.4% | +134.7% | -41.4% | +45.0% |
| 5Y | +133.5% | +111.3% | +22.2% | +77.0% |
| All | +133.5% | +113.6% | +20.0% | +77.0% |
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