-0.8%
TFC vs ADVB
-68.6%
+67.8%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.2% | -5.1% | -0.9% |
| 7D | +1.2% | -13.9% | +15.1% | +1.1% |
| 30D | +8.3% | -68.1% | +76.5% | +7.8% |
| 3M | -5.2% | -73.4% | +68.2% | -5.6% |
| 6M | -0.8% | -70.8% | +70.0% | -0.5% |
| All | -0.8% | -68.6% | +67.8% | -0.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling