+1,407.2%
TXN vs COPX
+200.8%
+1,206.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.7% |
| 7D | +2.7% | +6.0% | -3.3% | +0.3% |
| 30D | -6.7% | +6.4% | -13.2% | -9.1% |
| 3M | -8.9% | +19.3% | -28.2% | -15.2% |
| 6M | +34.7% | +16.2% | +18.5% | +25.3% |
| YTD | +53.3% | +33.2% | +20.2% | +33.7% |
| 1Y | +45.0% | +90.2% | -45.2% | +9.2% |
| 3Y | +73.1% | +175.7% | -102.6% | +9.2% |
| 5Y | +59.9% | +193.1% | -133.2% | -4.6% |
| 10Y | +415.7% | +619.4% | -203.7% | +101.6% |
| All | +1,407.2% | +200.8% | +1,206.4% | +673.5% |
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