+47.8%
TRV vs ADVB
-88.3%
+136.1%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.3% |
| 7D | -0.1% | -3.8% | +3.6% | -0.1% |
| 30D | -3.4% | +17.6% | -21.0% | -3.6% |
| 3M | +26.4% | +119.1% | -92.7% | +24.9% |
| 6M | +19.3% | +103.4% | -84.1% | +17.7% |
| YTD | +28.3% | +59.8% | -31.5% | +27.0% |
| 1Y | +34.3% | +8.5% | +25.7% | +33.3% |
| All | +47.8% | -88.3% | +136.1% | +58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling