+31.6%
TEM vs ADVB
-88.8%
+120.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | -0.6% |
| 7D | +3.2% | -14.0% | +17.2% | +2.9% |
| 30D | +23.5% | +41.0% | -17.5% | +24.5% |
| 3M | +32.3% | +127.9% | -95.6% | +32.7% |
| 6M | +23.0% | +101.3% | -78.3% | +21.2% |
| YTD | +8.9% | +53.8% | -44.9% | +9.3% |
| 1Y | -19.9% | +4.4% | -24.3% | -19.0% |
| All | +31.6% | -88.8% | +120.4% | +123.4% |
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