+2.1%
AVTR vs TD
+195.3%
-193.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.9% |
| 7D | -1.1% | -0.5% | -0.5% | -0.8% |
| 30D | +6.3% | -1.9% | +8.2% | +7.4% |
| 3M | +53.3% | +4.8% | +48.6% | +48.3% |
| 6M | +78.6% | +28.0% | +50.7% | +53.5% |
| YTD | +29.2% | +30.3% | -1.1% | +9.9% |
| 1Y | +13.8% | +59.8% | -45.9% | -14.0% |
| 3Y | -27.4% | +124.7% | -152.1% | -55.7% |
| 5Y | -65.0% | +127.0% | -192.0% | -79.2% |
| All | +2.1% | +195.3% | -193.1% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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