-7.1%
TT vs ADVB
-77.7%
+70.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.2% | -1.8% | +2.4% |
| 7D | -2.0% | -13.9% | +11.9% | -2.0% |
| 30D | -14.0% | -68.1% | +54.1% | -14.4% |
| 3M | -15.9% | -73.4% | +57.5% | -16.2% |
| 6M | -17.3% | -70.8% | +53.5% | -16.9% |
| YTD | +4.0% | -66.1% | +70.1% | +3.8% |
| 1Y | -7.1% | -77.5% | +70.4% | -8.0% |
| All | -7.1% | -77.7% | +70.5% | -8.0% |
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 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