-59.6%
AVTR vs TCOM
+40.6%
-100.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | +0.5% | -1.8% | +2.2% | +0.7% |
| 30D | -1.0% | +12.1% | -13.1% | -2.5% |
| 3M | +12.2% | -3.2% | +15.4% | +12.5% |
| 6M | +97.5% | -16.6% | +114.1% | +101.4% |
| YTD | +35.6% | -39.4% | +75.0% | +43.8% |
| 1Y | +32.8% | -41.5% | +74.3% | +41.5% |
| 3Y | -16.5% | +24.4% | -40.9% | -20.4% |
| All | -59.6% | +40.6% | -100.2% | -63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling