+99.7%
TXN vs ADVB
-76.7%
+176.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | -0.3% |
| 7D | +1.0% | -29.5% | +30.6% | +1.3% |
| 30D | +6.1% | -66.9% | +73.0% | +7.0% |
| 3M | +10.4% | -73.7% | +84.1% | +11.4% |
| 6M | +12.6% | -64.8% | +77.3% | +10.8% |
| YTD | +83.5% | -64.0% | +147.5% | +80.9% |
| 1Y | +99.7% | -77.0% | +176.7% | +102.5% |
| All | +99.7% | -76.7% | +176.4% | +102.5% |
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