-2.7%
TXT vs ADVB
+5.8%
-8.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | -4.8% | -3.8% | -1.0% | -4.8% |
| 30D | -10.6% | +17.6% | -28.2% | -10.7% |
| 3M | -13.2% | +119.1% | -132.3% | -11.6% |
| 6M | -20.3% | +103.4% | -123.7% | -18.4% |
| YTD | -9.3% | +59.8% | -69.1% | -6.9% |
| 1Y | -2.7% | +8.5% | -11.2% | -0.8% |
| All | -2.7% | +5.8% | -8.5% | -0.8% |
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