+192.5%
COP vs TRI
-10.0%
+202.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.3% |
| 7D | -0.5% | -8.4% | +7.9% | +0.3% |
| 30D | +11.7% | -6.5% | +18.2% | +12.3% |
| 3M | +17.7% | +18.6% | -0.9% | +15.0% |
| 6M | +18.3% | -10.4% | +28.8% | +18.8% |
| YTD | +49.1% | -23.7% | +72.8% | +52.7% |
| 1Y | +53.3% | -42.5% | +95.8% | +63.7% |
| 3Y | +22.2% | -19.3% | +41.4% | +19.9% |
| All | +192.5% | -10.0% | +202.5% | +181.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling