-22.2%
AVTR vs TLN
+678.8%
-701.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.1% |
| 7D | -0.1% | +1.1% | -1.2% | -0.3% |
| 30D | -0.6% | -4.6% | +4.0% | -0.5% |
| 3M | +13.4% | +5.2% | +8.2% | +12.7% |
| 6M | +87.4% | -6.5% | +93.9% | +87.3% |
| YTD | +35.9% | -3.6% | +39.5% | +35.0% |
| 1Y | +35.4% | -8.2% | +43.6% | +34.8% |
| 3Y | -16.1% | +559.7% | -575.8% | -21.3% |
| All | -22.2% | +678.8% | -701.1% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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