+42.5%
TXN vs ADVB
-88.9%
+131.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.1% | -5.2% | -1.2% |
| 7D | +2.0% | -5.9% | +7.8% | +2.1% |
| 30D | -8.0% | +13.9% | -21.9% | -8.4% |
| 3M | -7.8% | +127.3% | -135.1% | -13.3% |
| 6M | +32.4% | +77.0% | -44.6% | +24.6% |
| YTD | +51.7% | +51.5% | +0.2% | +43.4% |
| 1Y | +44.3% | -11.3% | +55.6% | +39.3% |
| All | +42.5% | -88.9% | +131.4% | +60.6% |
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