+131.1%
ADI vs TRV
+154.6%
-23.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.2% |
| 7D | +1.3% | -1.5% | +2.8% | +1.7% |
| 30D | -6.0% | -1.8% | -4.1% | -5.6% |
| 3M | -7.7% | +21.6% | -29.3% | -12.8% |
| 6M | +14.0% | +22.5% | -8.5% | +7.3% |
| YTD | +34.4% | +28.1% | +6.2% | +24.7% |
| 1Y | +48.0% | +37.0% | +10.9% | +34.2% |
| 3Y | +113.3% | +141.9% | -28.6% | +60.1% |
| 5Y | +131.1% | +158.5% | -27.4% | +70.3% |
| All | +131.1% | +154.6% | -23.6% | +70.3% |
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