+62.6%
TD vs ADVB
-76.7%
+139.3%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.5% | +7.3% | +2.7% |
| 7D | +1.4% | -29.5% | +30.9% | +1.2% |
| 30D | +10.2% | -66.9% | +77.1% | +9.6% |
| 3M | +8.1% | -73.7% | +81.8% | +7.4% |
| 6M | +22.3% | -64.8% | +87.1% | +22.0% |
| YTD | +39.0% | -64.0% | +103.1% | +37.7% |
| 1Y | +62.6% | -77.0% | +139.6% | +62.7% |
| All | +62.6% | -76.7% | +139.3% | +62.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling