+1,290.9%
COP vs TRI
+518.6%
+772.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.5% | +7.1% | +3.4% |
| 7D | -0.8% | -7.1% | +6.2% | +2.1% |
| 30D | +15.6% | -2.3% | +17.9% | +16.0% |
| 3M | +14.3% | +19.6% | -5.2% | +2.6% |
| 6M | +17.0% | -8.7% | +25.7% | +17.1% |
| YTD | +47.4% | -22.3% | +69.7% | +56.3% |
| 1Y | +52.4% | -40.7% | +93.1% | +84.0% |
| 3Y | +20.8% | -17.8% | +38.6% | +18.4% |
| 5Y | +191.7% | -8.5% | +200.2% | +163.3% |
| 10Y | +325.1% | +192.6% | +132.5% | +97.5% |
| All | +1,290.9% | +518.6% | +772.3% | +304.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling