+172.6%
TTMI vs COPX
+84.7%
+87.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.6% | +9.5% | +9.3% |
| 7D | +5.9% | -4.0% | +9.8% | +9.0% |
| 30D | -4.3% | +4.5% | -8.8% | -8.1% |
| 3M | -32.0% | +0.8% | -32.9% | -33.4% |
| 6M | +19.5% | +3.2% | +16.3% | +11.9% |
| YTD | +82.0% | +26.7% | +55.3% | +45.3% |
| 1Y | +172.6% | +85.7% | +86.9% | +107.9% |
| All | +172.6% | +84.7% | +87.9% | +107.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling