-2.3%
TTMI vs ADVB
-77.7%
+75.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +4.2% | +2.7% | +6.8% |
| 7D | -19.8% | -13.9% | -5.9% | -19.7% |
| 30D | -48.1% | -68.1% | +20.0% | -48.3% |
| 3M | -51.2% | -73.4% | +22.2% | -51.4% |
| 6M | -59.6% | -70.8% | +11.2% | -58.6% |
| YTD | -3.6% | -66.1% | +62.5% | -4.0% |
| 1Y | -2.3% | -77.5% | +75.2% | +7.9% |
| All | -2.3% | -77.7% | +75.3% | +7.9% |
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