-9.0%
TDG vs ADVB
-88.8%
+79.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.8% | +2.3% | -1.4% |
| 7D | -0.9% | -14.0% | +13.1% | -0.8% |
| 30D | -6.5% | +41.0% | -47.5% | -6.8% |
| 3M | -5.1% | +127.9% | -133.0% | -7.2% |
| 6M | -11.5% | +101.3% | -112.9% | -13.6% |
| YTD | -13.9% | +53.8% | -67.7% | -15.3% |
| 1Y | -11.5% | +4.4% | -15.9% | -12.7% |
| All | -9.0% | -88.8% | +79.8% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling