+172.6%
TTMI vs ADVB
+5.8%
+166.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.7% | +9.5% | +8.8% |
| 7D | +5.9% | -3.8% | +9.6% | +5.8% |
| 30D | -4.3% | +17.6% | -21.9% | -3.6% |
| 3M | -32.0% | +119.1% | -151.2% | -28.5% |
| 6M | +19.5% | +103.4% | -83.9% | +26.4% |
| YTD | +82.0% | +59.8% | +22.2% | +89.4% |
| 1Y | +172.6% | +8.5% | +164.1% | +176.3% |
| All | +172.6% | +5.8% | +166.8% | +176.3% |
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 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