-12.3%
TLN vs ADVB
-77.7%
+65.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.2% | +2.9% | +7.1% |
| 7D | -1.3% | -13.9% | +12.6% | -1.2% |
| 30D | -10.5% | -68.1% | +57.6% | -10.4% |
| 3M | +0.1% | -73.4% | +73.5% | +0.1% |
| 6M | -17.4% | -70.8% | +53.4% | -17.4% |
| YTD | -9.7% | -66.1% | +56.4% | -9.5% |
| 1Y | -12.3% | -77.5% | +65.2% | -11.0% |
| All | -12.3% | -77.7% | +65.4% | -11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling