+153.7%
TRV vs ACM
+6.0%
+147.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | +0.5% | -0.3% | +0.8% | +0.6% |
| 30D | -4.9% | -12.9% | +8.1% | -1.9% |
| 3M | +23.7% | -6.4% | +30.1% | +25.1% |
| 6M | +20.3% | -29.2% | +49.5% | +30.6% |
| YTD | +27.1% | -29.9% | +57.0% | +37.5% |
| 1Y | +35.3% | -47.3% | +82.6% | +59.2% |
| 3Y | +139.8% | -19.6% | +159.4% | +141.0% |
| All | +153.7% | +6.0% | +147.7% | +127.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling