+340.2%
COP vs TRMB
+113.5%
+226.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.5% | +2.0% |
| 7D | -0.5% | -2.9% | +2.4% | +0.6% |
| 30D | +11.7% | -1.8% | +13.5% | +12.2% |
| 3M | +17.7% | +8.4% | +9.3% | +12.6% |
| 6M | +18.3% | -18.5% | +36.8% | +26.4% |
| YTD | +49.1% | -26.7% | +75.8% | +65.7% |
| 1Y | +53.3% | -28.3% | +81.6% | +70.9% |
| 3Y | +22.2% | +12.6% | +9.6% | +7.4% |
| 5Y | +193.3% | -38.7% | +232.0% | +232.6% |
| 10Y | +340.2% | +120.8% | +219.5% | +141.5% |
| All | +340.2% | +113.5% | +226.7% | +141.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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