+63.7%
TD vs ADVB
+10.9%
+52.8%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.8% | +2.9% | -0.9% |
| 7D | +0.9% | -14.0% | +14.8% | +0.8% |
| 30D | -0.7% | +41.0% | -41.6% | -0.4% |
| 3M | +6.3% | +127.9% | -121.7% | +6.6% |
| 6M | +27.9% | +101.3% | -73.4% | +28.3% |
| YTD | +29.8% | +53.8% | -24.0% | +30.0% |
| 1Y | +63.7% | +4.4% | +59.2% | +63.7% |
| All | +63.7% | +10.9% | +52.8% | +63.7% |
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