+4,492.0%
COP vs TRV
+6,617.1%
-2,125.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.3% | -0.5% |
| 7D | +3.0% | -0.1% | +3.1% | +3.0% |
| 30D | +17.5% | -3.4% | +20.9% | +19.0% |
| 3M | +13.4% | +26.4% | -13.0% | +2.5% |
| 6M | +17.7% | +19.3% | -1.6% | +8.7% |
| YTD | +46.6% | +28.3% | +18.3% | +31.3% |
| 1Y | +44.6% | +34.3% | +10.3% | +26.9% |
| 3Y | +20.7% | +140.1% | -119.4% | -17.9% |
| 5Y | +185.0% | +155.7% | +29.3% | +88.5% |
| 10Y | +347.0% | +285.5% | +61.4% | +154.1% |
| All | +4,492.0% | +6,617.1% | -2,125.2% | +1,049.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling