+7,104.2%
TRV vs ADM
+1,585.0%
+5,519.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.9% | +0.9% |
| 7D | +0.1% | +0.7% | -0.6% | -0.2% |
| 30D | +8.0% | -14.7% | +22.7% | +13.2% |
| 3M | +9.3% | -10.4% | +19.7% | +12.6% |
| 6M | +36.2% | -10.9% | +47.2% | +40.1% |
| YTD | +40.6% | +26.0% | +14.6% | +29.0% |
| 1Y | +43.1% | +26.5% | +16.6% | +31.1% |
| 3Y | +149.6% | +8.2% | +141.4% | +132.3% |
| 5Y | +181.6% | +24.0% | +157.7% | +147.7% |
| 10Y | +352.5% | +128.4% | +224.2% | +226.9% |
| All | +7,104.2% | +1,585.0% | +5,519.1% | +2,736.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling