-5.1%
TRU vs ADVB
-97.4%
+92.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -1.1% |
| 7D | +4.6% | -4.1% | +8.7% | +4.6% |
| 30D | +25.4% | -60.3% | +85.7% | +25.0% |
| 3M | +4.0% | -73.3% | +77.3% | +3.6% |
| 6M | +14.5% | -65.9% | +80.4% | +13.5% |
| YTD | -3.7% | -63.9% | +60.1% | -5.0% |
| 1Y | +2.8% | -74.1% | +76.9% | +2.7% |
| All | -5.1% | -97.4% | +92.3% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling