+24.9%
TT vs ADVB
-97.4%
+122.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.9% | 0.0% |
| 7D | +0.8% | -4.1% | +4.9% | +0.8% |
| 30D | -11.8% | -60.3% | +48.5% | -11.3% |
| 3M | -11.6% | -73.3% | +61.8% | -11.0% |
| 6M | -9.3% | -65.9% | +56.6% | -9.0% |
| YTD | +8.9% | -63.9% | +72.8% | +8.8% |
| 1Y | -2.2% | -74.1% | +71.9% | -1.5% |
| All | +24.9% | -97.4% | +122.3% | +37.4% |
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 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