+336.7%
COP vs TRI
+225.2%
+111.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.6% |
| 7D | +4.4% | -2.9% | +7.3% | +5.2% |
| 30D | 0.0% | +3.7% | -3.7% | -1.6% |
| 3M | +15.0% | +3.7% | +11.3% | +12.6% |
| 6M | +22.0% | +35.1% | -13.1% | +8.0% |
| YTD | +55.3% | -14.0% | +69.4% | +59.3% |
| 1Y | +64.1% | -19.0% | +83.1% | +72.3% |
| 3Y | +34.1% | -12.0% | +46.1% | +28.2% |
| 5Y | +133.4% | +0.6% | +132.7% | +103.1% |
| All | +336.7% | +225.2% | +111.5% | +137.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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