+293.8%
TRV vs ADP
+282.5%
+11.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.1% |
| 7D | -1.5% | -5.7% | +4.2% | +1.4% |
| 30D | -1.8% | -1.4% | -0.4% | -1.3% |
| 3M | +21.6% | +16.6% | +5.0% | +12.0% |
| 6M | +22.5% | +24.9% | -2.5% | +8.1% |
| YTD | +28.1% | +5.6% | +22.6% | +23.0% |
| 1Y | +37.0% | -6.0% | +43.1% | +39.7% |
| 3Y | +141.9% | +14.5% | +127.4% | +120.4% |
| 5Y | +158.5% | +47.9% | +110.6% | +97.0% |
| All | +293.8% | +282.5% | +11.3% | +100.2% |
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