+306.0%
TRI vs COPX
+179.8%
+126.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.0% | +5.7% | +0.1% |
| 7D | -14.4% | -2.9% | -11.5% | -14.0% |
| 30D | -8.1% | 0.0% | -8.1% | -8.3% |
| 3M | +17.5% | +14.8% | +2.7% | +13.0% |
| 6M | -5.0% | +7.0% | -12.0% | -8.5% |
| YTD | -24.7% | +23.8% | -48.6% | -30.9% |
| 1Y | -41.5% | +75.7% | -117.2% | -51.0% |
| 3Y | -20.3% | +156.4% | -176.7% | -41.1% |
| 5Y | -10.9% | +167.6% | -178.5% | -36.9% |
| 10Y | +190.6% | +569.1% | -378.5% | +44.6% |
| All | +306.0% | +179.8% | +126.3% | +143.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling