+178.3%
TRV vs ADP
+49.7%
+128.6%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.4% |
| 3M | +6.7% | +13.7% | -7.0% | +2.0% |
| 6M | +35.5% | +46.8% | -11.3% | +18.4% |
| YTD | +39.3% | +21.8% | +17.5% | +30.1% |
| 1Y | +41.8% | +23.5% | +18.3% | +31.6% |
| 3Y | +147.3% | +44.1% | +103.2% | +122.1% |
| 5Y | +178.3% | +49.9% | +128.5% | +138.0% |
| All | +178.3% | +49.7% | +128.6% | +138.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling