+3,967.5%
COP vs TRMB
+3,100.8%
+866.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.5% |
| 7D | -8.4% | -17.0% | +8.5% | -6.2% |
| 30D | +0.3% | -9.0% | +9.3% | +1.4% |
| 3M | +15.1% | -8.1% | +23.2% | +16.1% |
| 6M | +19.8% | -10.1% | +29.8% | +20.7% |
| YTD | +46.8% | -30.2% | +77.0% | +52.8% |
| 1Y | +59.7% | -30.7% | +90.4% | +66.2% |
| 3Y | +28.7% | +32.6% | -3.9% | +22.0% |
| 5Y | +110.7% | -38.1% | +148.8% | +118.3% |
| 10Y | +298.3% | +98.9% | +199.4% | +257.9% |
| All | +3,967.5% | +3,100.8% | +866.7% | +2,675.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling