+116.7%
TRMB vs COPX
+583.8%
-467.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | -3.0% | -2.3% | -0.7% | -2.3% |
| 30D | +2.3% | +0.3% | +2.1% | +1.8% |
| 3M | +15.3% | +6.8% | +8.5% | +10.8% |
| 6M | -14.7% | +7.9% | -22.7% | -20.0% |
| YTD | -26.4% | +23.7% | -50.1% | -36.3% |
| 1Y | -30.4% | +71.5% | -101.9% | -48.4% |
| 3Y | +13.5% | +149.1% | -135.6% | -32.2% |
| 5Y | -38.6% | +167.3% | -205.9% | -65.6% |
| All | +116.7% | +583.8% | -467.1% | -23.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling