+2.3%
TXT vs ADVB
-61.6%
+63.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +42.7% | -44.6% | -1.8% |
| 7D | -1.1% | +74.2% | -75.3% | -0.9% |
| 30D | +13.3% | -35.9% | +49.1% | +13.7% |
| 3M | -5.1% | -56.4% | +51.3% | -4.6% |
| 6M | -7.1% | -36.7% | +29.6% | -5.0% |
| YTD | -3.2% | -43.3% | +40.1% | +0.6% |
| 1Y | +2.3% | -63.4% | +65.7% | +8.9% |
| All | +2.3% | -61.6% | +63.9% | +8.9% |
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