+36.3%
TRV vs ACM
-48.0%
+84.3%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.5% |
| 7D | +0.2% | -3.7% | +3.9% | +0.4% |
| 30D | -2.3% | -12.7% | +10.3% | -1.6% |
| 3M | +22.7% | -9.8% | +32.5% | +23.4% |
| 6M | +21.9% | -31.4% | +53.3% | +25.0% |
| YTD | +27.5% | -32.1% | +59.6% | +30.5% |
| All | +36.3% | -48.0% | +84.3% | +43.4% |
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