+138.7%
TRV vs ADM
+20.9%
+117.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | +0.1% |
| 7D | +0.2% | +1.4% | -1.2% | 0.0% |
| 30D | -2.3% | +8.2% | -10.5% | -3.2% |
| 3M | +22.7% | +8.7% | +14.0% | +21.5% |
| 6M | +21.9% | +29.1% | -7.1% | +17.9% |
| YTD | +27.5% | +53.7% | -26.2% | +20.1% |
| 1Y | +36.2% | +43.2% | -7.0% | +29.5% |
| All | +138.7% | +20.9% | +117.8% | +131.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling