+152.3%
ACN vs TRV
+350.6%
-198.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -3.8% | +2.0% | -5.9% | -4.7% |
| 30D | +16.5% | +6.7% | +9.8% | +13.2% |
| 3M | +41.5% | +9.4% | +32.1% | +36.0% |
| 6M | +60.1% | +37.7% | +22.4% | +38.4% |
| YTD | -3.9% | +40.6% | -44.5% | -18.0% |
| 1Y | +4.1% | +42.4% | -38.3% | -11.7% |
| 3Y | -15.9% | +148.1% | -164.0% | -46.5% |
| 5Y | -26.3% | +181.7% | -208.0% | -57.0% |
| All | +152.3% | +350.6% | -198.3% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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