-34.5%
TRI vs ADVB
-96.8%
+62.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -23.6% | +23.6% | -0.2% |
| 7D | -2.9% | +27.8% | -30.7% | -2.6% |
| 30D | +3.7% | -50.8% | +54.5% | +3.7% |
| 3M | +3.7% | -70.5% | +74.2% | +3.6% |
| 6M | +35.1% | -46.7% | +81.9% | +32.4% |
| YTD | -14.0% | -56.7% | +42.7% | -15.6% |
| 1Y | -19.0% | -71.8% | +52.8% | -19.6% |
| All | -34.5% | -96.8% | +62.3% | -29.4% |
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 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