+337.5%
COP vs TRV
+298.6%
+38.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | 0.0% |
| 7D | +1.0% | -1.5% | +2.4% | +1.9% |
| 30D | +9.6% | -1.8% | +11.4% | +10.6% |
| 3M | +15.0% | +21.6% | -6.5% | +0.8% |
| 6M | +21.8% | +22.5% | -0.7% | +5.7% |
| YTD | +49.6% | +28.1% | +21.5% | +25.8% |
| 1Y | +49.9% | +37.0% | +12.8% | +20.1% |
| 3Y | +22.6% | +141.9% | -119.3% | -36.9% |
| 5Y | +193.6% | +158.5% | +35.1% | +40.7% |
| All | +337.5% | +298.6% | +38.9% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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