+20.9%
TTMI vs ADVB
-64.3%
+85.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +42.7% | -45.7% | -3.5% |
| 7D | +22.6% | +74.2% | -51.6% | +21.7% |
| 30D | -34.3% | -35.9% | +1.6% | -34.9% |
| 3M | -44.8% | -56.4% | +11.7% | -45.5% |
| 6M | -53.3% | -36.7% | -16.6% | -52.4% |
| YTD | +10.6% | -43.3% | +53.9% | +9.5% |
| All | +20.9% | -64.3% | +85.1% | +27.9% |
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