+71.0%
TE vs ADVB
-97.5%
+168.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.2% | -0.7% | +3.3% |
| 7D | -12.6% | -13.9% | +1.3% | -12.1% |
| 30D | -36.7% | -68.1% | +31.4% | -34.9% |
| 3M | -57.5% | -73.4% | +15.9% | -56.1% |
| 6M | -55.2% | -70.8% | +15.6% | -55.2% |
| YTD | -64.7% | -66.1% | +1.4% | -65.1% |
| 1Y | -35.9% | -77.5% | +41.6% | -35.1% |
| All | +71.0% | -97.5% | +168.5% | +113.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling