+51.7%
TGT vs ADVB
-96.8%
+148.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -23.6% | +23.9% | +0.3% |
| 7D | +2.6% | +27.8% | -25.1% | +2.7% |
| 30D | +4.7% | -50.8% | +55.5% | +4.6% |
| 3M | +4.6% | -70.5% | +75.1% | +4.4% |
| 6M | +34.9% | -46.7% | +81.6% | +33.6% |
| YTD | +70.9% | -56.7% | +127.6% | +69.6% |
| 1Y | +84.4% | -71.8% | +156.1% | +85.0% |
| All | +51.7% | -96.8% | +148.5% | +80.5% |
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 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