+42.9%
TRV vs AMRZ
-20.1%
+63.0%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.1% |
| 7D | +1.9% | -7.5% | +9.5% | +2.3% |
| 30D | +1.7% | -12.4% | +14.1% | +2.3% |
| 3M | +23.9% | -22.4% | +46.3% | +25.1% |
| 6M | +26.3% | -29.5% | +55.8% | +28.2% |
| YTD | +30.8% | -24.1% | +55.0% | +31.8% |
| 1Y | +36.3% | -26.3% | +62.6% | +37.0% |
| All | +42.9% | -20.1% | +63.0% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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