-14.2%
TDG vs ADVB
-3.0%
-11.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.3% | +3.6% | -1.7% |
| 7D | -2.4% | -13.0% | +10.6% | -2.5% |
| 30D | -8.0% | +7.5% | -15.5% | -7.9% |
| 3M | -10.5% | +129.1% | -139.6% | -10.1% |
| 6M | -11.9% | +71.7% | -83.6% | -10.8% |
| YTD | -15.4% | +45.5% | -60.9% | -14.4% |
| 1Y | -14.2% | -2.7% | -11.5% | -13.8% |
| All | -14.2% | -3.0% | -11.2% | -13.8% |
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 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