+6,477.2%
TRV vs AME
+18,709.1%
-12,231.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.9% |
| 7D | -0.1% | +0.6% | -0.8% | -0.4% |
| 30D | -3.4% | -6.7% | +3.3% | -1.2% |
| 3M | +26.4% | +4.1% | +22.3% | +24.2% |
| 6M | +19.3% | +1.6% | +17.7% | +17.8% |
| YTD | +28.3% | +16.1% | +12.2% | +20.8% |
| 1Y | +34.3% | +27.3% | +7.0% | +22.1% |
| 3Y | +140.1% | +50.9% | +89.3% | +103.4% |
| 5Y | +155.7% | +81.4% | +74.4% | +101.5% |
| 10Y | +285.5% | +417.0% | -131.4% | +113.6% |
| All | +6,477.2% | +18,709.1% | -12,231.9% | +1,506.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling