+157.6%
TRV vs AME
+82.6%
+75.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | -2.1% | -8.6% | +6.5% | +0.7% |
| 3M | +21.2% | +5.8% | +15.4% | +18.4% |
| 6M | +22.0% | +3.8% | +18.2% | +19.6% |
| YTD | +27.7% | +14.4% | +13.3% | +20.5% |
| 1Y | +36.6% | +25.8% | +10.8% | +24.1% |
| 3Y | +141.1% | +55.2% | +85.9% | +98.4% |
| 5Y | +157.6% | +85.5% | +72.1% | +94.3% |
| All | +157.6% | +82.6% | +75.0% | +94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling