+123.4%
ADI vs TRV
+146.6%
-23.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.1% | +2.8% | +4.6% |
| 7D | +4.6% | +1.9% | +2.6% | +4.3% |
| 30D | -1.2% | +1.7% | -2.9% | -1.4% |
| 3M | -7.8% | +23.9% | -31.7% | -11.7% |
| 6M | +19.3% | +26.3% | -6.9% | +13.7% |
| YTD | +40.9% | +30.8% | +10.1% | +33.0% |
| 1Y | +54.5% | +36.3% | +18.2% | +44.1% |
| 3Y | +123.4% | +145.0% | -21.6% | +105.8% |
| All | +123.4% | +146.6% | -23.2% | +105.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling