+890.1%
TTMI vs COPX
+149.4%
+740.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.4% | +3.4% |
| 7D | +0.7% | -2.3% | +3.0% | +1.8% |
| 30D | -8.4% | +0.3% | -8.7% | -9.2% |
| 3M | -32.5% | +6.8% | -39.3% | -35.6% |
| 6M | +32.5% | +7.9% | +24.5% | +25.0% |
| YTD | +83.2% | +23.7% | +59.5% | +60.9% |
| 1Y | +161.7% | +71.5% | +90.1% | +97.5% |
| 3Y | +890.1% | +149.1% | +741.0% | +475.0% |
| All | +890.1% | +149.4% | +740.8% | +475.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling