+36.9%
TMO vs ADVB
-97.1%
+134.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.0% | -10.0% | -0.2% |
| 7D | +1.6% | +10.5% | -8.8% | +1.5% |
| 30D | +8.4% | -56.0% | +64.4% | +9.1% |
| 3M | +18.7% | -70.1% | +88.9% | +19.9% |
| 6M | +58.9% | -53.7% | +112.5% | +59.3% |
| YTD | +24.2% | -60.3% | +84.5% | +24.5% |
| 1Y | +22.8% | -73.1% | +96.0% | +24.4% |
| All | +36.9% | -97.1% | +134.0% | +56.5% |
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