-29.2%
TMF vs ADVB
-97.1%
+67.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.0% | -9.9% | +0.1% |
| 7D | -3.4% | +10.5% | -13.8% | -3.3% |
| 30D | +11.5% | -56.0% | +67.5% | +11.6% |
| 3M | -4.5% | -70.1% | +65.6% | -4.4% |
| 6M | -15.0% | -53.7% | +38.7% | -15.8% |
| YTD | -19.9% | -60.3% | +40.4% | -21.0% |
| 1Y | -26.6% | -73.1% | +46.6% | -26.6% |
| All | -29.2% | -97.1% | +67.9% | -17.1% |
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