+116.2%
TD vs ADVB
-97.5%
+213.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.8% | -0.6% |
| 7D | -1.7% | -13.9% | +12.2% | -1.7% |
| 30D | +8.2% | -68.1% | +76.4% | +8.0% |
| 3M | +1.7% | -73.4% | +75.1% | +1.5% |
| 6M | +14.2% | -70.8% | +85.0% | +14.0% |
| YTD | +32.8% | -66.1% | +98.8% | +31.9% |
| 1Y | +55.5% | -77.5% | +133.0% | +55.1% |
| All | +116.2% | -97.5% | +213.8% | +130.8% |
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