+193.0%
TTMI vs ADVB
-97.5%
+290.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +4.2% | +2.7% | +6.8% |
| 7D | -19.8% | -13.9% | -5.9% | -19.6% |
| 30D | -48.1% | -68.1% | +20.0% | -47.7% |
| 3M | -51.2% | -73.4% | +22.2% | -50.8% |
| 6M | -59.6% | -70.8% | +11.2% | -59.0% |
| YTD | -3.6% | -66.1% | +62.5% | -3.6% |
| 1Y | -2.3% | -77.5% | +75.2% | -0.6% |
| All | +193.0% | -97.5% | +290.5% | +262.7% |
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