-30.2%
TMF vs ADVB
-61.6%
+31.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +42.7% | -47.1% | -3.5% |
| 7D | -8.2% | +74.2% | -82.4% | -6.9% |
| 30D | +5.3% | -35.9% | +41.2% | +5.4% |
| 3M | -8.5% | -56.4% | +48.0% | -8.7% |
| 6M | -17.2% | -36.7% | +19.5% | -16.6% |
| YTD | -23.4% | -43.3% | +19.9% | -23.4% |
| 1Y | -30.2% | -63.4% | +33.1% | -29.6% |
| All | -30.2% | -61.6% | +31.4% | -29.6% |
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