+19.3%
TT vs ADVB
-97.5%
+116.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.2% | -1.8% | +2.3% |
| 7D | -2.0% | -13.9% | +11.9% | -1.9% |
| 30D | -14.0% | -68.1% | +54.1% | -13.5% |
| 3M | -15.9% | -73.4% | +57.5% | -15.3% |
| 6M | -17.3% | -70.8% | +53.5% | -16.9% |
| YTD | +4.0% | -66.1% | +70.1% | +3.9% |
| 1Y | -7.1% | -77.5% | +70.4% | -6.1% |
| All | +19.3% | -97.5% | +116.8% | +31.3% |
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 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