+2,330.4%
ACN vs TRV
+1,564.5%
+765.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.4% |
| 3M | +41.5% | +9.4% | +32.1% | +36.5% |
| 6M | +60.1% | +37.7% | +22.4% | +39.7% |
| YTD | -3.9% | +40.6% | -44.5% | -17.1% |
| 1Y | +4.1% | +42.4% | -38.3% | -10.7% |
| 3Y | -15.9% | +148.1% | -164.0% | -44.1% |
| 5Y | -26.3% | +181.7% | -208.0% | -54.4% |
| 10Y | +148.2% | +352.6% | -204.3% | +21.7% |
| All | +2,330.4% | +1,564.5% | +765.9% | +472.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling