+30.8%
TFC vs ADVB
-88.3%
+119.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | +2.4% | -3.8% | +6.2% | +2.4% |
| 30D | -1.3% | +17.6% | -18.9% | -1.5% |
| 3M | +6.1% | +119.1% | -113.1% | +3.7% |
| 6M | +7.3% | +103.4% | -96.0% | +4.4% |
| YTD | +8.2% | +59.8% | -51.6% | +5.9% |
| 1Y | +14.4% | +8.5% | +5.9% | +12.7% |
| All | +30.8% | -88.3% | +119.1% | +47.8% |
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