-43.5%
ACN vs TRV
+154.6%
-198.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | -7.9% | -1.5% | -6.4% | -7.4% |
| 30D | -1.1% | -1.8% | +0.7% | -0.5% |
| 3M | +5.6% | +21.6% | -16.0% | -1.0% |
| 6M | -9.9% | +22.5% | -32.4% | -15.9% |
| YTD | -32.3% | +28.1% | -60.5% | -37.8% |
| 1Y | -25.3% | +37.0% | -62.3% | -33.0% |
| 3Y | -42.3% | +141.9% | -184.2% | -58.4% |
| 5Y | -43.5% | +158.5% | -202.0% | -61.0% |
| All | -43.5% | +154.6% | -198.1% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling