+87.6%
TLN vs ADVB
-97.5%
+185.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.2% | +2.9% | +7.1% |
| 7D | -1.3% | -13.9% | +12.6% | -1.3% |
| 30D | -10.5% | -68.1% | +57.6% | -10.5% |
| 3M | +0.1% | -73.4% | +73.5% | 0.0% |
| 6M | -17.4% | -70.8% | +53.4% | -17.3% |
| YTD | -9.7% | -66.1% | +56.4% | -9.4% |
| 1Y | -12.3% | -77.5% | +65.2% | -12.0% |
| All | +87.6% | -97.5% | +185.1% | +128.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling