+64.8%
TEM vs ADVB
-97.4%
+162.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.9% | -7.5% | -4.6% |
| 7D | +3.5% | -4.1% | +7.6% | +3.4% |
| 30D | +13.5% | -60.3% | +73.8% | +11.4% |
| 3M | +46.3% | -73.3% | +119.6% | +42.5% |
| 6M | +61.5% | -65.9% | +127.4% | +59.2% |
| YTD | +36.4% | -63.9% | +100.3% | +32.9% |
| 1Y | +12.2% | -74.1% | +86.3% | +12.1% |
| All | +64.8% | -97.4% | +162.2% | +171.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling