-26.3%
TMF vs ADVB
-97.6%
+71.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.5% | +10.1% | +0.5% |
| 7D | +2.7% | -28.0% | +30.7% | +2.7% |
| 30D | +19.3% | -70.2% | +89.5% | +19.4% |
| 3M | -3.7% | -76.1% | +72.4% | -3.5% |
| 6M | -11.3% | -72.3% | +61.0% | -11.6% |
| YTD | -16.6% | -67.5% | +50.9% | -17.8% |
| 1Y | -21.1% | -78.6% | +57.4% | -21.2% |
| All | -26.3% | -97.6% | +71.3% | -13.8% |
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