-75.4%
TTD vs ADVB
-97.1%
+21.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.0% | -6.3% | +3.6% |
| 7D | +20.8% | +10.5% | +10.3% | +20.8% |
| 30D | +33.8% | -56.0% | +89.9% | +33.2% |
| 3M | +17.8% | -70.1% | +88.0% | +16.9% |
| 6M | -25.7% | -53.7% | +27.9% | -25.7% |
| YTD | -57.9% | -60.3% | +2.4% | -57.4% |
| 1Y | -63.8% | -73.1% | +9.3% | -63.4% |
| All | -75.4% | -97.1% | +21.7% | -69.3% |
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