+59.6%
TXN vs COPX
+163.4%
-103.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.9% |
| 7D | +4.0% | -2.3% | +6.3% | +4.7% |
| 30D | -2.9% | +0.3% | -3.1% | -3.2% |
| 3M | -9.1% | +6.8% | -15.9% | -11.7% |
| 6M | +36.6% | +7.9% | +28.7% | +31.0% |
| YTD | +57.5% | +23.7% | +33.7% | +41.7% |
| 1Y | +49.5% | +71.5% | -22.0% | +18.1% |
| 3Y | +76.5% | +149.1% | -72.6% | +16.1% |
| All | +59.6% | +163.4% | -103.8% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling