-25.8%
TE vs ADVB
-76.7%
+50.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.5% | +1.0% | -3.4% |
| 7D | +3.8% | -29.5% | +33.3% | +4.4% |
| 30D | -26.2% | -66.9% | +40.7% | -25.6% |
| 3M | -49.7% | -73.7% | +24.0% | -49.2% |
| 6M | -46.5% | -64.8% | +18.3% | -47.2% |
| YTD | -59.1% | -64.0% | +4.9% | -59.2% |
| 1Y | -25.8% | -77.0% | +51.2% | -21.2% |
| All | -25.8% | -76.7% | +50.9% | -21.2% |
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