-27.1%
AVTR vs TCOM
+8.5%
-35.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -2.0% |
| 7D | +1.6% | -10.2% | +11.7% | +2.9% |
| 30D | +8.4% | -16.8% | +25.2% | +11.0% |
| 3M | +50.2% | -16.7% | +66.8% | +53.3% |
| 6M | +82.6% | -27.1% | +109.7% | +90.1% |
| YTD | +29.8% | -45.5% | +75.3% | +40.0% |
| 1Y | +16.0% | -45.9% | +61.8% | +25.1% |
| All | -27.1% | +8.5% | -35.6% | -25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling