-3.2%
TDG vs ADVB
-96.8%
+93.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -23.6% | +24.8% | +1.2% |
| 7D | +1.7% | +27.8% | -26.1% | +1.5% |
| 30D | +9.7% | -50.8% | +60.5% | +10.1% |
| 3M | -2.3% | -70.5% | +68.2% | -1.6% |
| 6M | +1.3% | -46.7% | +48.1% | +0.2% |
| YTD | -8.5% | -56.7% | +48.2% | -9.3% |
| 1Y | -8.1% | -71.8% | +63.6% | -7.7% |
| All | -3.2% | -96.8% | +93.6% | +7.5% |
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