+7.4%
AVTR vs THC
+1,323.6%
-1,316.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.6% | -2.2% |
| 7D | -0.1% | +8.8% | -9.0% | -1.9% |
| 30D | -0.6% | +10.0% | -10.7% | -2.6% |
| 3M | +13.4% | +11.7% | +1.7% | +10.6% |
| 6M | +87.4% | +52.5% | +34.9% | +70.3% |
| YTD | +35.9% | +46.1% | -10.2% | +23.0% |
| 1Y | +35.4% | +49.1% | -13.7% | +21.8% |
| 3Y | -16.1% | +439.6% | -455.7% | -45.0% |
| 5Y | -59.4% | +263.2% | -322.5% | -72.2% |
| All | +7.4% | +1,323.6% | -1,316.2% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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