+6,477.2%
TRV vs ADP
+11,097.1%
-4,620.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.4% |
| 7D | -0.1% | -3.4% | +3.3% | +1.4% |
| 30D | -3.4% | +2.8% | -6.2% | -4.7% |
| 3M | +26.4% | +20.9% | +5.5% | +15.5% |
| 6M | +19.3% | +29.9% | -10.6% | +4.7% |
| YTD | +28.3% | +9.6% | +18.7% | +21.3% |
| 1Y | +34.3% | -5.3% | +39.5% | +35.4% |
| 3Y | +140.1% | +16.5% | +123.7% | +118.8% |
| 5Y | +155.7% | +49.4% | +106.3% | +103.4% |
| 10Y | +285.5% | +282.2% | +3.4% | +99.1% |
| All | +6,477.2% | +11,097.1% | -4,620.0% | +995.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling