+139.8%
TRV vs ACM
-19.8%
+159.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | +0.5% | -0.3% | +0.8% | +0.5% |
| 30D | -4.9% | -12.9% | +8.1% | -2.7% |
| 3M | +23.7% | -6.4% | +30.1% | +24.7% |
| 6M | +20.3% | -29.2% | +49.5% | +28.0% |
| YTD | +27.1% | -29.9% | +57.0% | +34.7% |
| 1Y | +35.3% | -47.3% | +82.6% | +53.8% |
| 3Y | +139.8% | -19.6% | +159.4% | +141.2% |
| All | +139.8% | -19.8% | +159.6% | +141.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling