-39.5%
TRMB vs COPX
+167.3%
-206.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.0% | +6.0% | +1.2% |
| 7D | -5.4% | -2.9% | -2.5% | -4.7% |
| 30D | -2.0% | 0.0% | -2.0% | -2.3% |
| 3M | +12.3% | +14.8% | -2.5% | +6.1% |
| 6M | -17.6% | +7.0% | -24.7% | -21.4% |
| YTD | -27.5% | +23.8% | -51.3% | -36.0% |
| 1Y | -29.1% | +75.7% | -104.8% | -46.1% |
| 3Y | +11.5% | +156.4% | -144.9% | -31.9% |
| 5Y | -39.5% | +167.6% | -207.0% | -64.5% |
| All | -39.5% | +167.3% | -206.7% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling