+38.5%
TNA vs ADVB
-76.7%
+115.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.5% | +8.9% | +4.3% |
| 7D | +2.4% | -29.5% | +32.0% | +1.9% |
| 30D | -0.9% | -66.9% | +66.0% | -2.7% |
| 3M | -19.2% | -73.7% | +54.5% | -20.9% |
| 6M | -0.8% | -64.8% | +63.9% | -2.2% |
| YTD | +33.2% | -64.0% | +97.2% | +32.7% |
| 1Y | +38.5% | -77.0% | +115.5% | +49.4% |
| All | +38.5% | -76.7% | +115.2% | +49.4% |
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