+18.5%
TXT vs ADVB
-97.4%
+115.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.3% | +1.6% |
| 7D | -1.1% | -4.1% | +3.0% | -1.0% |
| 30D | +17.1% | -60.3% | +77.3% | +17.6% |
| 3M | -2.6% | -73.3% | +70.7% | -1.9% |
| 6M | -4.6% | -65.9% | +61.4% | -3.3% |
| YTD | -0.3% | -63.9% | +63.5% | +1.1% |
| 1Y | +5.9% | -74.1% | +80.0% | +8.0% |
| All | +18.5% | -97.4% | +115.9% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling