+155.6%
TE vs ADVB
+10.9%
+144.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -3.8% | +13.8% | +10.0% |
| 7D | +18.2% | -14.0% | +32.2% | +18.2% |
| 30D | -13.5% | +41.0% | -54.5% | -13.2% |
| 3M | -44.6% | +127.9% | -172.5% | -44.7% |
| 6M | -24.7% | +101.3% | -126.0% | -24.8% |
| YTD | -24.3% | +53.8% | -78.0% | -24.2% |
| 1Y | +155.6% | +4.4% | +151.1% | +163.7% |
| All | +155.6% | +10.9% | +144.7% | +163.7% |
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 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