+42.8%
TE vs ADVB
-95.9%
+138.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +42.7% | -50.2% | -8.7% |
| 7D | -13.6% | +74.2% | -87.8% | -15.4% |
| 30D | -37.7% | -35.9% | -1.8% | -37.3% |
| 3M | -59.8% | -56.4% | -3.3% | -59.3% |
| 6M | -66.3% | -36.7% | -29.6% | -67.2% |
| YTD | -70.5% | -43.3% | -27.2% | -71.4% |
| 1Y | -48.8% | -63.4% | +14.6% | -49.1% |
| All | +42.8% | -95.9% | +138.6% | +74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling