+6,477.2%
TRV vs ADM
+1,908.9%
+4,568.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -0.1% | +3.8% | -3.9% | -1.3% |
| 30D | -3.4% | +9.8% | -13.2% | -6.3% |
| 3M | +26.4% | +2.1% | +24.3% | +25.1% |
| 6M | +19.3% | +27.5% | -8.2% | +9.8% |
| YTD | +28.3% | +50.2% | -21.9% | +11.9% |
| 1Y | +34.3% | +40.6% | -6.3% | +19.1% |
| 3Y | +140.1% | +17.2% | +122.9% | +119.0% |
| 5Y | +155.7% | +61.9% | +93.8% | +107.4% |
| 10Y | +285.5% | +159.3% | +126.3% | +167.4% |
| All | +6,477.2% | +1,908.9% | +4,568.3% | +2,360.0% |
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 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