-79.9%
TTD vs COPX
+163.4%
-243.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.7% |
| 7D | -0.6% | -2.3% | +1.7% | 0.0% |
| 30D | +6.3% | +0.3% | +6.0% | +5.5% |
| 3M | -24.1% | +6.8% | -30.9% | -27.6% |
| 6M | -47.4% | +7.9% | -55.4% | -51.5% |
| YTD | -62.2% | +23.7% | -86.0% | -69.0% |
| 1Y | -68.3% | +71.5% | -139.8% | -79.0% |
| 3Y | -83.4% | +149.1% | -232.5% | -92.2% |
| All | -79.9% | +163.4% | -243.2% | -91.1% |
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