+49.9%
TRV vs COPX
+31.7%
+18.1%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.0% | -0.5% | +3.8% |
| 7D | +3.9% | -3.0% | +6.8% | +3.6% |
| 30D | +13.5% | -13.6% | +27.1% | +12.1% |
| 3M | +8.9% | -11.2% | +20.1% | +8.0% |
| 6M | +36.8% | -2.4% | +39.2% | +36.4% |
| YTD | +42.7% | +4.2% | +38.5% | +43.0% |
| 1Y | +49.9% | +32.2% | +17.7% | +53.8% |
| All | +49.9% | +31.7% | +18.1% | +53.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling