+105.1%
TSM vs ADVB
-97.6%
+202.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -9.5% | -1.3% | -10.7% |
| 7D | -18.2% | -28.0% | +9.8% | -18.1% |
| 30D | -26.8% | -70.2% | +43.4% | -26.7% |
| 3M | -14.5% | -76.1% | +61.6% | -14.4% |
| 6M | -10.0% | -72.3% | +62.3% | -10.2% |
| YTD | +17.1% | -67.5% | +84.6% | +16.0% |
| 1Y | +21.5% | -78.6% | +100.1% | +22.5% |
| All | +105.1% | -97.6% | +202.7% | +147.3% |
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