-10.5%
TEM vs ADVB
-76.7%
+66.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.5% | +1.7% | -3.0% |
| 7D | -1.3% | -29.5% | +28.2% | -2.9% |
| 30D | -9.5% | -66.9% | +57.4% | -14.4% |
| 3M | +60.7% | -73.7% | +134.4% | +50.8% |
| 6M | +35.5% | -64.8% | +100.2% | +33.9% |
| YTD | +28.0% | -64.0% | +92.1% | +29.5% |
| 1Y | -10.5% | -77.0% | +66.5% | +2.5% |
| All | -10.5% | -76.7% | +66.2% | +2.5% |
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