-41.9%
TRI vs ADVB
-89.4%
+47.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.3% | +3.5% | -1.9% |
| 7D | -8.4% | -13.0% | +4.6% | -8.4% |
| 30D | -6.5% | +7.5% | -13.9% | -6.5% |
| 3M | +18.6% | +129.1% | -110.5% | +16.0% |
| 6M | -10.4% | +71.7% | -82.2% | -12.3% |
| YTD | -23.7% | +45.5% | -69.3% | -25.1% |
| 1Y | -42.5% | -2.7% | -39.7% | -43.3% |
| All | -41.9% | -89.4% | +47.5% | -37.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling