+3,961.1%
COP vs TRMB
+3,381.2%
+579.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | 0.0% | -0.9% |
| 7D | +3.0% | -2.5% | +5.5% | +3.3% |
| 30D | +17.5% | +1.5% | +16.0% | +17.1% |
| 3M | +13.4% | +6.8% | +6.6% | +12.0% |
| 6M | +17.7% | -14.9% | +32.7% | +19.7% |
| YTD | +46.6% | -24.1% | +70.7% | +51.1% |
| 1Y | +44.6% | -25.4% | +70.0% | +49.2% |
| 3Y | +20.7% | +8.0% | +12.7% | +17.6% |
| 5Y | +185.0% | -37.3% | +222.4% | +195.1% |
| 10Y | +347.0% | +116.8% | +230.2% | +297.7% |
| All | +3,961.1% | +3,381.2% | +579.9% | +2,645.6% |
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