-17.7%
TRI vs ADVB
-75.5%
+57.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | +0.2% |
| 7D | -1.6% | -4.1% | +2.5% | -1.7% |
| 30D | +5.0% | -60.3% | +65.3% | +3.8% |
| 3M | +4.6% | -73.3% | +77.9% | +2.9% |
| 6M | +18.3% | -65.9% | +84.2% | +15.2% |
| YTD | -14.7% | -63.9% | +49.2% | -16.0% |
| All | -17.7% | -75.5% | +57.8% | -18.0% |
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