+49.9%
COP vs TRU
-17.6%
+67.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +1.0% | -9.4% | +10.4% | +0.6% |
| 30D | +9.6% | -4.1% | +13.7% | +9.4% |
| 3M | +15.0% | +13.6% | +1.5% | +15.5% |
| 6M | +21.8% | +3.6% | +18.2% | +22.5% |
| YTD | +49.6% | -9.8% | +59.4% | +53.8% |
| 1Y | +49.9% | -13.6% | +63.5% | +53.4% |
| All | +49.9% | -17.6% | +67.5% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling