+26.5%
TDY vs ADVB
-73.0%
+99.5%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.0% | -9.2% | +0.8% |
| 7D | +3.0% | +10.5% | -7.5% | +3.1% |
| 30D | +6.1% | -56.0% | +62.1% | +5.3% |
| 3M | -4.5% | -70.1% | +65.7% | -5.5% |
| 6M | +2.9% | -53.7% | +56.6% | +3.3% |
| YTD | +27.5% | -60.3% | +87.8% | +28.3% |
| 1Y | +26.5% | -73.1% | +99.6% | +28.9% |
| All | +26.5% | -73.0% | +99.5% | +28.9% |
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