-19.2%
TRI vs COPX
+149.4%
-168.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -7.9% | -2.3% | -5.5% | -7.9% |
| 30D | -4.5% | +0.3% | -4.8% | -4.5% |
| 3M | +22.1% | +6.8% | +15.3% | +22.6% |
| 6M | -2.8% | +7.9% | -10.7% | -2.5% |
| YTD | -23.4% | +23.7% | -47.1% | -25.1% |
| 1Y | -41.5% | +71.5% | -113.1% | -45.5% |
| 3Y | -19.2% | +149.1% | -168.3% | -29.1% |
| All | -19.2% | +149.4% | -168.6% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 3y: compounded portfolio wealth divided by compounded COPX 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…
3y analysis · Full analysis span regression · 6 months rolling