+450.4%
TRV vs AMC
-98.1%
+548.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.3% | -5.7% | -1.4% |
| 7D | -0.1% | +2.3% | -2.5% | -0.2% |
| 30D | -3.4% | -0.7% | -2.7% | -3.4% |
| 3M | +26.4% | +35.2% | -8.8% | +25.7% |
| 6M | +19.3% | +124.6% | -105.3% | +17.8% |
| YTD | +28.3% | +69.9% | -41.5% | +27.1% |
| 1Y | +34.3% | -2.6% | +36.9% | +33.8% |
| 3Y | +140.1% | -79.8% | +219.9% | +141.6% |
| 5Y | +155.7% | -99.4% | +255.1% | +164.3% |
| 10Y | +285.5% | -98.9% | +384.4% | +261.7% |
| All | +450.4% | -98.1% | +548.5% | +382.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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