+9.7%
AVTR vs THC
+1,317.4%
-1,307.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.0% | +0.8% | +2.4% |
| 7D | +1.9% | +7.5% | -5.6% | +0.4% |
| 30D | +1.5% | +9.6% | -8.0% | -0.4% |
| 3M | +17.1% | +10.3% | +6.8% | +14.5% |
| 6M | +91.5% | +51.8% | +39.7% | +74.2% |
| YTD | +38.8% | +45.4% | -6.6% | +25.8% |
| 1Y | +37.7% | +40.8% | -3.0% | +25.4% |
| 3Y | -13.5% | +448.8% | -462.3% | -43.5% |
| 5Y | -59.3% | +263.4% | -322.7% | -72.1% |
| All | +9.7% | +1,317.4% | -1,307.6% | -49.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling