+146.7%
TRV vs AMT
+13.8%
+132.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.9% | +0.4% | -1.3% | -1.0% |
| 30D | +7.2% | +3.7% | +3.5% | +6.5% |
| 3M | +3.2% | +10.7% | -7.5% | +1.3% |
| 6M | +33.6% | +9.3% | +24.4% | +31.2% |
| YTD | +37.8% | +10.9% | +26.8% | +34.7% |
| 1Y | +43.4% | +10.5% | +32.9% | +40.2% |
| 3Y | +146.7% | +15.5% | +131.1% | +150.6% |
| All | +146.7% | +13.8% | +132.8% | +150.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 3y: compounded portfolio wealth divided by compounded AMT 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…
3y analysis · Full analysis span regression · 6 months rolling