+21.4%
TDY vs ADVB
-88.9%
+110.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | +0.2% |
| 7D | -1.9% | -5.9% | +4.0% | -1.9% |
| 30D | -12.5% | +13.9% | -26.4% | -12.5% |
| 3M | -0.8% | +127.3% | -128.1% | -0.8% |
| 6M | -9.0% | +77.0% | -86.0% | -9.1% |
| YTD | +16.8% | +51.5% | -34.7% | +16.8% |
| 1Y | +9.5% | -11.3% | +20.8% | +10.1% |
| All | +21.4% | -88.9% | +110.4% | +35.9% |
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 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