+54.7%
TGT vs ADVB
-97.4%
+152.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.5% | +1.2% | +4.7% |
| 7D | +4.7% | -1.2% | +6.0% | +4.7% |
| 30D | +8.0% | -61.4% | +69.4% | +7.8% |
| 3M | +11.7% | -67.8% | +79.5% | +11.5% |
| 6M | +34.7% | -66.9% | +101.6% | +33.8% |
| YTD | +74.4% | -64.9% | +139.3% | +72.9% |
| 1Y | +89.2% | -74.8% | +163.9% | +89.1% |
| All | +54.7% | -97.4% | +152.2% | +84.0% |
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