+1,118.1%
TTMI vs COPX
+200.8%
+917.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.9% | -4.9% | -4.5% |
| 7D | +7.5% | +6.0% | +1.5% | +4.0% |
| 30D | -4.5% | +6.4% | -10.9% | -8.1% |
| 3M | -28.5% | +19.3% | -47.8% | -35.3% |
| 6M | +28.4% | +16.2% | +12.1% | +18.1% |
| YTD | +80.1% | +33.2% | +46.9% | +53.2% |
| 1Y | +161.0% | +90.2% | +70.8% | +83.8% |
| 3Y | +862.4% | +175.7% | +686.8% | +434.3% |
| 5Y | +812.9% | +193.1% | +619.8% | +367.8% |
| 10Y | +1,094.7% | +619.4% | +475.3% | +224.0% |
| All | +1,118.1% | +200.8% | +917.3% | +424.4% |
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