+937.8%
TRV vs ACM
+230.8%
+707.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.2% |
| 7D | -0.1% | -3.7% | +3.6% | +1.2% |
| 30D | -3.4% | -11.1% | +7.7% | 0.0% |
| 3M | +26.4% | -8.0% | +34.4% | +28.9% |
| 6M | +19.3% | -29.7% | +49.0% | +32.6% |
| YTD | +28.3% | -29.4% | +57.7% | +41.5% |
| 1Y | +34.3% | -46.4% | +80.7% | +62.3% |
| 3Y | +140.1% | -22.3% | +162.5% | +150.4% |
| 5Y | +155.7% | +4.5% | +151.3% | +135.7% |
| 10Y | +285.5% | +127.6% | +157.9% | +156.9% |
| All | +937.8% | +230.8% | +707.0% | +427.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling