+153.9%
TRV vs AMT
-31.2%
+185.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +0.5% | -0.2% | +0.6% | +0.5% |
| 30D | -4.9% | +1.8% | -6.7% | -5.2% |
| 3M | +23.7% | -6.2% | +29.9% | +24.9% |
| 6M | +20.3% | -5.0% | +25.3% | +21.0% |
| YTD | +27.1% | +2.1% | +25.0% | +26.1% |
| 1Y | +35.3% | -5.7% | +41.1% | +36.1% |
| 3Y | +139.8% | +7.9% | +131.9% | +134.3% |
| 5Y | +153.9% | -32.3% | +186.2% | +172.2% |
| All | +153.9% | -31.2% | +185.1% | +172.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling