+34.3%
TRV vs ACM
-45.8%
+80.1%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.3% |
| 7D | -0.1% | -3.7% | +3.6% | +0.1% |
| 30D | -3.4% | -11.1% | +7.7% | -2.8% |
| 3M | +26.4% | -8.0% | +34.4% | +27.0% |
| 6M | +19.3% | -29.7% | +49.0% | +22.1% |
| YTD | +28.3% | -29.4% | +57.7% | +31.0% |
| 1Y | +34.3% | -46.4% | +80.7% | +40.3% |
| All | +34.3% | -45.8% | +80.1% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling