-20.7%
TRMB vs ADVB
-97.6%
+76.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.5% | +8.4% | -1.1% |
| 7D | -17.9% | -28.0% | +10.1% | -18.0% |
| 30D | -12.0% | -70.2% | +58.2% | -12.3% |
| 3M | -8.4% | -76.1% | +67.6% | -8.7% |
| 6M | -21.5% | -72.3% | +50.8% | -22.5% |
| YTD | -31.5% | -67.5% | +35.9% | -32.4% |
| 1Y | -33.4% | -78.6% | +45.1% | -33.8% |
| All | -20.7% | -97.6% | +76.9% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling