+145.8%
TRV vs ADP
+44.7%
+101.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -2.4% | +0.9% | -3.3% | -2.7% |
| 30D | +7.5% | +11.9% | -4.4% | +3.0% |
| 3M | +6.7% | +13.7% | -7.0% | +1.5% |
| 6M | +35.5% | +46.8% | -11.3% | +16.3% |
| YTD | +39.3% | +21.8% | +17.5% | +31.8% |
| 1Y | +41.8% | +23.5% | +18.3% | +32.8% |
| All | +145.8% | +44.7% | +101.1% | +134.6% |
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