+2.4%
TDY vs ADVB
-35.2%
+37.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +42.7% | -43.2% | -0.2% |
| 7D | +9.4% | +74.2% | -64.8% | +9.9% |
| 30D | +5.9% | -35.9% | +41.8% | +5.2% |
| 3M | -5.7% | -56.4% | +50.8% | -6.6% |
| 6M | +2.4% | -36.7% | +39.1% | +3.0% |
| All | +2.4% | -35.2% | +37.7% | +3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling