+108.3%
TLN vs ADVB
-96.8%
+205.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -23.6% | +20.8% | -2.5% |
| 7D | +11.0% | +27.8% | -16.7% | +10.8% |
| 30D | +4.9% | -50.8% | +55.7% | +4.7% |
| 3M | +4.9% | -70.5% | +75.4% | +4.6% |
| 6M | +7.1% | -46.7% | +53.9% | +7.3% |
| YTD | +0.3% | -56.7% | +57.0% | +0.4% |
| 1Y | +5.9% | -71.8% | +77.7% | +6.0% |
| All | +108.3% | -96.8% | +205.1% | +153.4% |
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