-5.1%
TRU vs ADVB
-97.1%
+92.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.0% | -10.0% | 0.0% |
| 7D | 0.0% | +10.5% | -10.5% | 0.0% |
| 30D | +24.3% | -56.0% | +80.3% | +23.9% |
| 3M | +2.3% | -70.1% | +72.4% | +2.0% |
| 6M | +17.7% | -53.7% | +71.4% | +16.4% |
| YTD | -3.8% | -60.3% | +56.5% | -5.0% |
| 1Y | -0.3% | -73.1% | +72.8% | -0.1% |
| All | -5.1% | -97.1% | +92.0% | +22.5% |
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