+344.9%
TRV vs ADP
+322.2%
+22.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | -0.3% |
| 7D | +2.0% | +2.2% | -0.1% | +1.0% |
| 30D | +6.7% | +10.6% | -3.8% | +1.5% |
| 3M | +9.4% | +12.9% | -3.6% | +2.7% |
| 6M | +37.7% | +50.6% | -12.9% | +11.2% |
| YTD | +40.6% | +23.2% | +17.4% | +24.8% |
| 1Y | +42.4% | +25.3% | +17.2% | +25.2% |
| 3Y | +148.1% | +47.1% | +101.0% | +99.9% |
| 5Y | +181.7% | +50.1% | +131.6% | +116.6% |
| All | +344.9% | +322.2% | +22.8% | +125.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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