+4.0%
TXT vs ADVB
-77.7%
+81.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.2% | -6.2% | -2.0% |
| 7D | -2.5% | -13.9% | +11.4% | -2.5% |
| 30D | +14.4% | -68.1% | +82.5% | +14.7% |
| 3M | -4.9% | -73.4% | +68.5% | -4.6% |
| 6M | -10.2% | -70.8% | +60.6% | -8.5% |
| YTD | -4.1% | -66.1% | +62.0% | -0.5% |
| 1Y | +4.0% | -77.5% | +81.5% | +9.4% |
| All | +4.0% | -77.7% | +81.6% | +9.4% |
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