+26.3%
TFC vs ADVB
-95.9%
+122.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +42.7% | -43.4% | -0.9% |
| 7D | +0.1% | +74.2% | -74.1% | -0.2% |
| 30D | +8.6% | -35.9% | +44.5% | +9.0% |
| 3M | -4.3% | -56.4% | +52.1% | -3.7% |
| 6M | +5.4% | -36.7% | +42.1% | +4.4% |
| YTD | +4.5% | -43.3% | +47.8% | +3.2% |
| 1Y | +14.0% | -63.4% | +77.4% | +14.3% |
| All | +26.3% | -95.9% | +122.2% | +43.9% |
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