+75.2%
TLN vs ADVB
-97.6%
+172.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.5% | +6.3% | -3.2% |
| 7D | -9.4% | -28.0% | +18.7% | -9.3% |
| 30D | -15.2% | -70.2% | +55.0% | -15.3% |
| 3M | -4.1% | -76.1% | +71.9% | -4.2% |
| 6M | -17.8% | -72.3% | +54.5% | -17.7% |
| YTD | -15.6% | -67.5% | +51.8% | -15.4% |
| 1Y | -21.6% | -78.6% | +56.9% | -21.4% |
| All | +75.2% | -97.6% | +172.8% | +113.6% |
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