-97.3%
ADVB vs TW
-2.8%
-94.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.2% |
| 7D | -13.9% | +4.2% | -18.1% | -13.9% |
| 30D | -68.1% | +18.9% | -87.0% | -68.5% |
| 3M | -73.4% | +23.8% | -97.2% | -73.8% |
| 6M | -70.8% | +17.0% | -87.8% | -71.3% |
| YTD | -66.1% | +19.2% | -85.3% | -66.8% |
| 1Y | -77.5% | +20.1% | -97.6% | -78.0% |
| All | -97.3% | -2.8% | -94.5% | -97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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