-75.9%
TTD vs ADVB
-96.8%
+21.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -23.6% | +24.9% | +1.2% |
| 7D | +21.3% | +27.8% | -6.5% | +21.4% |
| 30D | +28.7% | -50.8% | +79.5% | +28.2% |
| 3M | +7.7% | -70.5% | +78.2% | +6.9% |
| 6M | -23.5% | -46.7% | +23.3% | -23.4% |
| YTD | -58.7% | -56.7% | -2.0% | -58.2% |
| 1Y | -63.4% | -71.8% | +8.3% | -62.9% |
| All | -75.9% | -96.8% | +21.0% | -69.8% |
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