+293.8%
TRV vs AME
+427.9%
-134.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.9% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | -1.8% | -8.6% | +6.8% | +2.4% |
| 3M | +21.6% | +5.8% | +15.8% | +17.7% |
| 6M | +22.5% | +3.8% | +18.6% | +18.9% |
| YTD | +28.1% | +14.4% | +13.7% | +18.2% |
| 1Y | +37.0% | +25.8% | +11.3% | +19.9% |
| 3Y | +141.9% | +55.2% | +86.7% | +85.3% |
| 5Y | +158.5% | +85.5% | +73.0% | +76.0% |
| All | +293.8% | +427.9% | -134.0% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling