-40.0%
TYL vs ADVB
-88.3%
+48.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -4.0% |
| 7D | -3.7% | -3.8% | +0.1% | -3.7% |
| 30D | +18.7% | +17.6% | +1.2% | +18.8% |
| 3M | +18.1% | +119.1% | -101.0% | +17.6% |
| 6M | -1.1% | +103.4% | -104.5% | -1.9% |
| YTD | -19.8% | +59.8% | -79.7% | -20.2% |
| 1Y | -34.3% | +8.5% | -42.9% | -34.7% |
| All | -40.0% | -88.3% | +48.3% | -32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling