-77.0%
TTD vs ADVB
-97.4%
+20.4%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +3.5% | +11.9% | +15.5% |
| 7D | +19.0% | -1.2% | +20.2% | +18.9% |
| 30D | +23.6% | -61.4% | +85.0% | +22.9% |
| 3M | +8.2% | -67.8% | +76.0% | +7.6% |
| 6M | -35.3% | -66.9% | +31.6% | -35.5% |
| YTD | -60.7% | -64.9% | +4.2% | -60.2% |
| 1Y | -65.3% | -74.8% | +9.5% | -64.8% |
| All | -77.0% | -97.4% | +20.4% | -71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling