-31.0%
TRMB vs ADVB
-76.7%
+45.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.5% | -12.8% | -17.4% |
| 7D | -15.7% | -29.5% | +13.8% | -16.0% |
| 30D | -7.8% | -66.9% | +59.1% | -8.7% |
| 3M | -9.3% | -73.7% | +64.4% | -10.3% |
| 6M | -20.8% | -64.8% | +43.9% | -22.3% |
| YTD | -30.8% | -64.0% | +33.3% | -31.1% |
| 1Y | -31.0% | -77.0% | +46.0% | -28.9% |
| All | -31.0% | -76.7% | +45.7% | -28.9% |
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