+1,828.1%
TYL vs COPX
+186.2%
+1,641.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.9% |
| 7D | -3.7% | -4.0% | +0.3% | -2.8% |
| 30D | +18.7% | +4.5% | +14.2% | +17.3% |
| 3M | +18.1% | +0.8% | +17.3% | +16.6% |
| 6M | -1.1% | +3.2% | -4.3% | -4.3% |
| YTD | -19.8% | +26.7% | -46.5% | -27.4% |
| 1Y | -34.3% | +85.7% | -120.0% | -46.9% |
| 3Y | -8.2% | +151.2% | -159.4% | -34.0% |
| 5Y | -25.4% | +170.0% | -195.4% | -48.5% |
| 10Y | +115.6% | +572.9% | -457.3% | +4.7% |
| All | +1,828.1% | +186.2% | +1,641.9% | +1,043.2% |
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