-24.3%
TMF vs ADVB
-76.7%
+52.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.5% | +7.0% | +2.4% |
| 7D | +4.0% | -29.5% | +33.5% | +3.5% |
| 30D | +19.5% | -66.9% | +86.3% | +18.0% |
| 3M | -3.5% | -73.7% | +70.2% | -4.8% |
| 6M | -10.6% | -64.8% | +54.2% | -11.0% |
| YTD | -17.1% | -64.0% | +47.0% | -18.0% |
| 1Y | -24.3% | -77.0% | +52.7% | -23.6% |
| All | -24.3% | -76.7% | +52.4% | -23.6% |
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 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