+2.8%
TRU vs ADVB
-73.6%
+76.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -1.1% |
| 7D | +4.6% | -4.1% | +8.7% | +4.5% |
| 30D | +25.4% | -60.3% | +85.7% | +23.3% |
| 3M | +4.0% | -73.3% | +77.3% | +1.7% |
| 6M | +14.5% | -65.9% | +80.4% | +13.5% |
| YTD | -3.7% | -63.9% | +60.1% | -3.3% |
| 1Y | +2.8% | -74.1% | +76.9% | +4.4% |
| All | +2.8% | -73.6% | +76.4% | +4.4% |
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 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