-64.8%
AVTR vs TD
+122.4%
-187.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.4% |
| 7D | -2.0% | -2.6% | +0.5% | -0.7% |
| 30D | +8.1% | -1.0% | +9.1% | +8.5% |
| 3M | +54.2% | +5.6% | +48.6% | +48.9% |
| 6M | +82.6% | +27.1% | +55.5% | +59.5% |
| YTD | +29.8% | +29.4% | +0.4% | +12.4% |
| 1Y | +18.0% | +60.7% | -42.7% | -8.5% |
| 3Y | -26.4% | +127.6% | -154.1% | -52.9% |
| 5Y | -64.8% | +125.4% | -190.2% | -76.1% |
| All | -64.8% | +122.4% | -187.3% | -76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling