+138.0%
TRV vs ADP
+14.8%
+123.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | +0.1% |
| 7D | +0.5% | -5.5% | +6.0% | +2.3% |
| 30D | -4.9% | -1.2% | -3.6% | -4.5% |
| 3M | +23.7% | +17.9% | +5.9% | +17.1% |
| 6M | +20.3% | +20.3% | 0.0% | +13.2% |
| YTD | +27.1% | +5.8% | +21.2% | +26.2% |
| 1Y | +35.3% | -7.7% | +43.1% | +43.1% |
| All | +138.0% | +14.8% | +123.2% | +147.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling