+302.0%
TRV vs COPX
+583.8%
-281.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +1.9% | -2.3% | +4.3% | +2.3% |
| 30D | +1.7% | +0.3% | +1.4% | +1.4% |
| 3M | +23.9% | +6.8% | +17.1% | +21.3% |
| 6M | +26.3% | +7.9% | +18.3% | +21.7% |
| YTD | +30.8% | +23.7% | +7.1% | +20.6% |
| 1Y | +36.3% | +71.5% | -35.2% | +14.7% |
| 3Y | +145.0% | +149.1% | -4.1% | +78.8% |
| 5Y | +163.9% | +167.3% | -3.5% | +80.9% |
| All | +302.0% | +583.8% | -281.8% | +71.3% |
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