+291.0%
TRMB vs COPX
+198.0%
+93.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.1% | -5.3% | -2.8% |
| 7D | -0.3% | +5.8% | -6.0% | -2.6% |
| 30D | -1.2% | +7.2% | -8.4% | -4.3% |
| 3M | +9.6% | +16.5% | -6.9% | +1.3% |
| 6M | -16.1% | +18.4% | -34.6% | -24.5% |
| YTD | -25.0% | +31.9% | -56.9% | -36.8% |
| 1Y | -27.7% | +88.5% | -116.2% | -48.4% |
| 3Y | +15.3% | +173.1% | -157.8% | -33.3% |
| 5Y | -37.4% | +193.1% | -230.5% | -65.9% |
| 10Y | +117.5% | +591.7% | -474.2% | -25.9% |
| All | +291.0% | +198.0% | +93.0% | +87.1% |
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 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