+55.6%
TEM vs ADVB
-97.5%
+153.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +4.2% | +3.8% | +8.0% |
| 7D | +5.3% | -13.9% | +19.2% | +5.0% |
| 30D | +8.1% | -68.1% | +76.2% | +5.6% |
| 3M | +64.9% | -73.4% | +138.3% | +60.6% |
| 6M | +42.1% | -70.8% | +112.9% | +40.3% |
| YTD | +28.8% | -66.1% | +94.9% | +25.3% |
| 1Y | +5.5% | -77.5% | +83.0% | +5.8% |
| All | +55.6% | -97.5% | +153.2% | +156.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling