+293.8%
TRV vs ADM
+178.5%
+115.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -1.5% | +3.0% | -4.5% | -2.6% |
| 30D | -1.8% | +8.7% | -10.5% | -4.9% |
| 3M | +21.6% | +7.6% | +14.0% | +17.9% |
| 6M | +22.5% | +26.9% | -4.4% | +10.7% |
| YTD | +28.1% | +54.3% | -26.1% | +6.8% |
| 1Y | +37.0% | +45.7% | -8.6% | +16.4% |
| 3Y | +141.9% | +21.9% | +120.0% | +114.8% |
| 5Y | +158.5% | +67.2% | +91.4% | +85.1% |
| All | +293.8% | +178.5% | +115.4% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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