+27.9%
TFC vs ADVB
-96.8%
+124.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -23.6% | +24.8% | +1.3% |
| 7D | +2.3% | +27.8% | -25.5% | +2.0% |
| 30D | +10.8% | -50.8% | +61.6% | +11.3% |
| 3M | -3.8% | -70.5% | +66.8% | -3.0% |
| 6M | +9.6% | -46.7% | +56.3% | +8.3% |
| YTD | +5.8% | -56.7% | +62.5% | +4.5% |
| 1Y | +16.2% | -71.8% | +87.9% | +16.6% |
| All | +27.9% | -96.8% | +124.7% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling