-5.3%
TDG vs ADVB
-75.5%
+70.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | +0.6% |
| 7D | +1.4% | -4.1% | +5.5% | +1.4% |
| 30D | +10.6% | -60.3% | +70.9% | +10.1% |
| 3M | +0.2% | -73.3% | +73.5% | -0.4% |
| 6M | +0.9% | -65.9% | +66.8% | +0.4% |
| YTD | -7.8% | -63.9% | +56.0% | -7.4% |
| All | -5.3% | -75.5% | +70.2% | -5.9% |
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