-22.0%
AVTR vs TLN
+733.8%
-755.8%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.8% |
| 7D | +3.2% | +22.3% | -19.1% | +1.9% |
| 30D | +0.5% | +1.2% | -0.7% | +0.2% |
| 3M | +12.1% | +5.9% | +6.2% | +11.4% |
| 6M | +91.2% | +3.2% | +88.0% | +89.9% |
| YTD | +36.3% | +3.2% | +33.1% | +34.8% |
| 1Y | +35.2% | +5.2% | +30.0% | +33.5% |
| 3Y | -15.8% | +606.3% | -622.1% | -21.4% |
| All | -22.0% | +733.8% | -755.8% | -27.6% |
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