+336.7%
COP vs TRMB
+102.3%
+234.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +4.4% | +2.8% | +1.6% | +3.2% |
| 30D | 0.0% | -5.9% | +5.8% | +1.5% |
| 3M | +15.0% | -3.3% | +18.3% | +15.2% |
| 6M | +22.0% | +1.3% | +20.7% | +18.6% |
| YTD | +55.3% | -29.0% | +84.3% | +73.3% |
| 1Y | +64.1% | -27.8% | +91.9% | +81.4% |
| 3Y | +34.1% | +36.3% | -2.2% | +7.5% |
| 5Y | +133.4% | -35.8% | +169.2% | +155.3% |
| All | +336.7% | +102.3% | +234.4% | +148.2% |
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