+365.8%
TTD vs COPX
+605.7%
-239.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.1% | -6.9% | -4.8% |
| 7D | +1.7% | +5.8% | -4.0% | -1.0% |
| 30D | +1.6% | +7.2% | -5.6% | -2.4% |
| 3M | -27.8% | +16.5% | -44.3% | -34.7% |
| 6M | -52.1% | +18.4% | -70.6% | -58.4% |
| YTD | -63.1% | +31.9% | -95.0% | -70.9% |
| 1Y | -73.1% | +88.5% | -161.5% | -83.1% |
| 3Y | -83.3% | +173.1% | -256.4% | -92.2% |
| 5Y | -80.6% | +193.1% | -273.7% | -91.4% |
| All | +365.8% | +605.7% | -239.9% | +18.6% |
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