-40.8%
TRI vs ADVB
-88.8%
+48.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.8% | -2.7% | -6.5% |
| 7D | -7.1% | -14.0% | +6.9% | -7.1% |
| 30D | -2.3% | +41.0% | -43.3% | -2.3% |
| 3M | +19.6% | +127.9% | -108.4% | +17.1% |
| 6M | -8.7% | +101.3% | -110.1% | -10.9% |
| YTD | -22.3% | +53.8% | -76.0% | -23.7% |
| 1Y | -40.7% | +4.4% | -45.1% | -41.6% |
| All | -40.8% | -88.8% | +48.0% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling