-27.7%
TAP vs ADVB
-97.5%
+69.8%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.2% | -8.7% | -4.5% |
| 7D | +0.5% | -13.9% | +14.4% | +0.6% |
| 30D | +9.1% | -68.1% | +77.3% | +10.2% |
| 3M | -3.8% | -73.4% | +69.6% | -2.7% |
| 6M | -3.4% | -70.8% | +67.4% | -3.7% |
| YTD | -10.6% | -66.1% | +55.5% | -11.2% |
| 1Y | -4.4% | -77.5% | +73.1% | -3.9% |
| All | -27.7% | -97.5% | +69.8% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling