-60.3%
AVTR vs THC
+274.4%
-334.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.4% |
| 7D | -3.6% | +3.7% | -7.3% | -4.3% |
| 30D | +0.8% | +9.0% | -8.3% | -1.0% |
| 3M | +17.4% | +10.4% | +7.0% | +14.8% |
| 6M | +83.5% | +45.7% | +37.8% | +68.9% |
| YTD | +35.0% | +42.6% | -7.6% | +23.3% |
| 1Y | +36.7% | +38.8% | -2.1% | +25.3% |
| 3Y | -15.3% | +418.8% | -434.2% | -47.1% |
| All | -60.3% | +274.4% | -334.7% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling