-80.1%
TTD vs ADVB
-97.5%
+17.4%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.3% | +1.0% |
| 7D | +5.2% | -13.9% | +19.1% | +5.1% |
| 30D | +6.9% | -68.1% | +75.1% | +6.3% |
| 3M | -26.8% | -73.4% | +46.6% | -27.3% |
| 6M | -46.1% | -70.8% | +24.6% | -46.4% |
| YTD | -65.9% | -66.1% | +0.2% | -65.5% |
| 1Y | -71.8% | -77.5% | +5.7% | -71.5% |
| All | -80.1% | -97.5% | +17.4% | -75.1% |
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