+2,339.0%
TT vs COPX
+186.2%
+2,152.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +1.1% |
| 7D | 0.0% | -4.0% | +4.0% | +1.5% |
| 30D | -7.2% | +4.5% | -11.7% | -8.9% |
| 3M | -3.0% | +0.8% | -3.8% | -4.3% |
| 6M | +1.4% | +3.2% | -1.8% | -1.8% |
| YTD | +15.9% | +26.7% | -10.8% | +2.9% |
| 1Y | +9.4% | +85.7% | -76.3% | -16.7% |
| 3Y | +124.4% | +151.2% | -26.8% | +45.5% |
| 5Y | +138.0% | +170.0% | -32.0% | +43.5% |
| 10Y | +886.4% | +572.9% | +313.5% | +260.9% |
| All | +2,339.0% | +186.2% | +2,152.8% | +1,185.5% |
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 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