+3.4%
TRU vs ADVB
-76.7%
+80.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.5% | +9.1% | +4.4% |
| 7D | +10.5% | -29.5% | +40.1% | +9.7% |
| 30D | +28.7% | -66.9% | +95.6% | +26.1% |
| 3M | +0.7% | -73.7% | +74.4% | -1.6% |
| 6M | +19.3% | -64.8% | +84.1% | +18.5% |
| YTD | -3.7% | -64.0% | +60.3% | -3.3% |
| 1Y | +3.4% | -77.0% | +80.4% | +4.7% |
| All | +3.4% | -76.7% | +80.1% | +4.7% |
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