+125.7%
TSM vs ADVB
-97.4%
+223.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | 0.0% | +3.5% |
| 7D | -2.5% | -1.2% | -1.3% | -2.5% |
| 30D | -14.3% | -61.4% | +47.1% | -14.2% |
| 3M | -7.2% | -67.8% | +60.6% | -7.2% |
| 6M | -5.1% | -66.9% | +61.8% | -5.5% |
| YTD | +28.9% | -64.9% | +93.8% | +27.6% |
| 1Y | +37.1% | -74.8% | +111.8% | +37.5% |
| All | +125.7% | -97.4% | +223.2% | +172.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling