-19.2%
TRMB vs ADVB
-97.4%
+78.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.5% | +1.1% |
| 7D | -17.0% | -1.2% | -15.7% | -16.9% |
| 30D | -9.0% | -61.4% | +52.4% | -9.2% |
| 3M | -8.1% | -67.8% | +59.7% | -8.4% |
| 6M | -10.1% | -66.9% | +56.8% | -11.2% |
| YTD | -30.2% | -64.9% | +34.7% | -31.1% |
| 1Y | -30.7% | -74.8% | +44.1% | -31.2% |
| All | -19.2% | -97.4% | +78.3% | -5.6% |
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