+32.5%
TDY vs ADVB
-97.1%
+129.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.0% | -9.2% | +0.8% |
| 7D | +3.0% | +10.5% | -7.5% | +3.0% |
| 30D | +6.1% | -56.0% | +62.1% | +5.8% |
| 3M | -4.5% | -70.1% | +65.7% | -4.8% |
| 6M | +2.9% | -53.7% | +56.6% | +2.8% |
| YTD | +27.5% | -60.3% | +87.8% | +27.0% |
| 1Y | +26.5% | -73.1% | +99.6% | +26.7% |
| All | +32.5% | -97.1% | +129.6% | +47.7% |
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