+12.1%
TSN vs ADVB
-72.7%
+84.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -23.6% | +22.8% | -0.8% |
| 7D | -1.4% | +27.8% | -29.2% | -1.4% |
| 30D | +8.5% | -50.8% | +59.3% | +8.8% |
| 3M | +5.3% | -70.5% | +75.8% | +5.9% |
| 6M | -10.5% | -46.7% | +36.2% | -12.1% |
| YTD | +3.0% | -56.7% | +59.6% | +1.6% |
| 1Y | +12.1% | -71.8% | +83.9% | +20.3% |
| All | +12.1% | -72.7% | +84.8% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling