+1,956.0%
TTWO vs COPX
+179.5%
+1,776.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +0.4% | -2.3% | +2.7% | +0.8% |
| 30D | -11.3% | +0.3% | -11.6% | -11.7% |
| 3M | +1.6% | +6.8% | -5.2% | -1.3% |
| 6M | +2.1% | +7.9% | -5.9% | -2.6% |
| YTD | -15.8% | +23.7% | -39.6% | -23.4% |
| 1Y | -12.6% | +71.5% | -84.1% | -28.4% |
| 3Y | +48.2% | +149.1% | -100.9% | +5.4% |
| 5Y | +40.0% | +167.3% | -127.4% | -5.3% |
| 10Y | +404.1% | +568.5% | -164.4% | +130.1% |
| All | +1,956.0% | +179.5% | +1,776.5% | +1,203.3% |
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