+26.2%
TFC vs ADVB
-97.6%
+123.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -9.5% | +7.5% | -2.0% |
| 7D | +1.1% | -28.0% | +29.1% | +1.2% |
| 30D | +7.8% | -70.2% | +78.0% | +8.7% |
| 3M | -4.8% | -76.1% | +71.3% | -3.8% |
| 6M | +1.8% | -72.3% | +74.1% | +1.7% |
| YTD | +4.4% | -67.5% | +71.9% | +3.4% |
| 1Y | +18.0% | -78.6% | +96.5% | +18.6% |
| All | +26.2% | -97.6% | +123.8% | +44.3% |
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