-72.0%
TTD vs ADVB
-76.7%
+4.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.5% | +7.4% | +2.9% |
| 7D | +3.7% | -29.5% | +33.2% | +3.5% |
| 30D | +10.4% | -66.9% | +77.3% | +10.0% |
| 3M | -31.6% | -73.7% | +42.1% | -32.0% |
| 6M | -45.1% | -64.8% | +19.7% | -45.3% |
| YTD | -65.1% | -64.0% | -1.1% | -63.6% |
| 1Y | -72.0% | -77.0% | +5.0% | -69.2% |
| All | -72.0% | -76.7% | +4.7% | -69.2% |
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