+447.4%
TTMI vs ADVB
-89.4%
+536.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.3% | +1.4% | -3.9% |
| 7D | +7.5% | -13.0% | +20.5% | +7.5% |
| 30D | -4.5% | +7.5% | -11.9% | -4.5% |
| 3M | -28.5% | +129.1% | -157.6% | -28.6% |
| 6M | +28.4% | +71.7% | -43.4% | +27.3% |
| YTD | +80.1% | +45.5% | +34.5% | +78.8% |
| 1Y | +161.0% | -2.7% | +163.8% | +159.6% |
| All | +447.4% | -89.4% | +536.7% | +572.6% |
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