+65.9%
TE vs ADVB
-97.4%
+163.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.5% | -6.5% | -3.1% |
| 7D | -10.5% | -1.2% | -9.3% | -10.4% |
| 30D | -32.4% | -61.4% | +28.9% | -30.8% |
| 3M | -60.9% | -67.8% | +7.0% | -59.8% |
| 6M | -62.8% | -66.9% | +4.1% | -62.9% |
| YTD | -65.7% | -64.9% | -0.8% | -66.2% |
| 1Y | -39.9% | -74.8% | +34.9% | -39.6% |
| All | +65.9% | -97.4% | +163.4% | +106.7% |
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 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