+302.0%
TRV vs ACM
+134.0%
+168.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.7% |
| 7D | +1.9% | -4.6% | +6.5% | +3.6% |
| 30D | +1.7% | +4.1% | -2.4% | 0.0% |
| 3M | +23.9% | -8.3% | +32.2% | +26.6% |
| 6M | +26.3% | -30.1% | +56.3% | +41.4% |
| YTD | +30.8% | -32.6% | +63.4% | +47.4% |
| 1Y | +36.3% | -49.6% | +85.9% | +70.8% |
| 3Y | +145.0% | -23.0% | +168.1% | +154.5% |
| 5Y | +163.9% | +2.0% | +161.9% | +138.7% |
| All | +302.0% | +134.0% | +168.0% | +163.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling