+25.6%
TNA vs ADVB
-61.6%
+87.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +42.7% | -47.6% | -4.3% |
| 7D | +7.7% | +74.2% | -66.5% | +8.6% |
| 30D | -0.7% | -35.9% | +35.1% | -1.4% |
| 3M | -25.4% | -56.4% | +31.1% | -26.4% |
| 6M | -11.8% | -36.7% | +24.9% | -12.5% |
| YTD | +23.9% | -43.3% | +67.3% | +24.5% |
| 1Y | +25.6% | -63.4% | +89.0% | +40.6% |
| All | +25.6% | -61.6% | +87.2% | +40.6% |
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