-17.3%
TEM vs ADVB
+5.8%
-23.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | +0.9% | -3.8% | +4.7% | +0.7% |
| 30D | +38.4% | +17.6% | +20.8% | +40.3% |
| 3M | +23.7% | +119.1% | -95.5% | +34.6% |
| 6M | +26.0% | +103.4% | -77.4% | +37.4% |
| YTD | +9.4% | +59.8% | -50.4% | +20.0% |
| 1Y | -17.3% | +8.5% | -25.8% | -7.8% |
| All | -17.3% | +5.8% | -23.1% | -7.8% |
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