+344.9%
TRV vs ADM
+133.7%
+211.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -1.0% |
| 7D | +2.0% | +4.2% | -2.2% | +0.4% |
| 30D | +6.7% | -12.8% | +19.6% | +12.1% |
| 3M | +9.4% | -8.5% | +17.8% | +12.5% |
| 6M | +37.7% | -10.9% | +48.6% | +42.5% |
| YTD | +40.6% | +29.4% | +11.2% | +24.2% |
| 1Y | +42.4% | +27.5% | +14.9% | +26.5% |
| 3Y | +148.1% | +10.3% | +137.8% | +124.9% |
| 5Y | +181.7% | +27.4% | +154.3% | +124.5% |
| All | +344.9% | +133.7% | +211.2% | +143.0% |
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