+58.7%
TRV vs ADVB
-97.4%
+156.1%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | 0.0% |
| 7D | -0.9% | -1.2% | +0.3% | -0.9% |
| 30D | +7.2% | -61.4% | +68.6% | +7.7% |
| 3M | +3.2% | -67.8% | +71.0% | +3.8% |
| 6M | +33.6% | -66.9% | +100.5% | +33.7% |
| YTD | +37.8% | -64.9% | +102.7% | +37.5% |
| 1Y | +43.4% | -74.8% | +118.2% | +43.7% |
| All | +58.7% | -97.4% | +156.1% | +71.5% |
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