-17.3%
TRU vs ADVB
-3.0%
-14.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.3% | +4.6% | -0.9% |
| 7D | -6.5% | -13.0% | +6.5% | -6.7% |
| 30D | -2.5% | +7.5% | -10.0% | -2.3% |
| 3M | +10.4% | +129.1% | -118.7% | +13.2% |
| 6M | +1.6% | +71.7% | -70.1% | +4.3% |
| YTD | -9.7% | +45.5% | -55.2% | -7.2% |
| 1Y | -17.3% | -2.7% | -14.5% | -16.0% |
| All | -17.3% | -3.0% | -14.3% | -16.0% |
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 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