+2.1%
AVTR vs TCOM
+2.9%
-0.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | -1.1% | -4.9% | +3.8% | -0.1% |
| 30D | +6.3% | -14.4% | +20.7% | +9.5% |
| 3M | +53.3% | -17.7% | +71.0% | +58.5% |
| 6M | +78.6% | -25.1% | +103.8% | +88.1% |
| YTD | +29.2% | -45.7% | +75.0% | +44.2% |
| 1Y | +13.8% | -47.9% | +61.7% | +27.9% |
| 3Y | -27.4% | +8.9% | -36.4% | -32.3% |
| 5Y | -65.0% | +26.9% | -91.9% | -70.3% |
| All | +2.1% | +2.9% | -0.7% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling