+419.8%
TXN vs COPX
+583.8%
-164.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.9% |
| 7D | +4.0% | -2.3% | +6.3% | +4.8% |
| 30D | -2.9% | +0.3% | -3.1% | -3.3% |
| 3M | -9.1% | +6.8% | -15.9% | -12.0% |
| 6M | +36.6% | +7.9% | +28.7% | +30.3% |
| YTD | +57.5% | +23.7% | +33.7% | +40.0% |
| 1Y | +49.5% | +71.5% | -22.0% | +14.9% |
| 3Y | +76.5% | +149.1% | -72.6% | +11.5% |
| 5Y | +62.4% | +167.3% | -104.9% | -4.3% |
| All | +419.8% | +583.8% | -164.0% | +98.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling