-12.1%
TRMB vs ADVB
-88.3%
+76.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -1.1% |
| 7D | -2.5% | -3.8% | +1.2% | -2.5% |
| 30D | +1.5% | +17.6% | -16.0% | +1.6% |
| 3M | +6.8% | +119.1% | -112.4% | +5.6% |
| 6M | -14.9% | +103.4% | -118.3% | -16.1% |
| YTD | -24.1% | +59.8% | -83.9% | -24.8% |
| 1Y | -25.4% | +8.5% | -33.9% | -26.1% |
| All | -12.1% | -88.3% | +76.2% | +3.0% |
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 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