+190.0%
COP vs TRMB
-36.8%
+226.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | 0.0% | -0.9% |
| 7D | +3.0% | -2.5% | +5.5% | +3.5% |
| 30D | +17.5% | +1.5% | +16.0% | +16.9% |
| 3M | +13.4% | +6.8% | +6.6% | +11.3% |
| 6M | +17.7% | -14.9% | +32.7% | +21.5% |
| YTD | +46.6% | -24.1% | +70.7% | +55.4% |
| 1Y | +44.6% | -25.4% | +70.0% | +53.4% |
| 3Y | +20.7% | +8.0% | +12.7% | +15.0% |
| All | +190.0% | -36.8% | +226.8% | +210.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling