+420.9%
TTD vs COPX
+417.6%
+3.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +2.6% |
| 7D | +21.3% | -2.8% | +24.1% | +23.1% |
| 30D | +28.7% | -14.3% | +43.1% | +38.3% |
| 3M | +7.7% | -19.0% | +26.7% | +17.3% |
| 6M | -23.5% | -24.4% | +0.9% | -16.2% |
| YTD | -58.7% | -3.2% | -55.5% | -62.7% |
| 1Y | -63.4% | +15.2% | -78.6% | -70.3% |
| 3Y | -75.3% | +127.6% | -202.9% | -87.8% |
| 5Y | -84.4% | +106.0% | -190.4% | -91.9% |
| 10Y | +516.1% | +313.7% | +202.4% | +95.9% |
| All | +420.9% | +417.6% | +3.3% | +52.3% |
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