+32.8%
AVTR vs TLN
+1.6%
+31.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.2% | -0.3% |
| 7D | +0.5% | +11.0% | -10.6% | -0.3% |
| 30D | -1.0% | +4.9% | -5.9% | -1.5% |
| 3M | +12.2% | +4.9% | +7.3% | +11.5% |
| 6M | +97.5% | +7.1% | +90.3% | +95.1% |
| YTD | +35.6% | +0.3% | +35.3% | +33.5% |
| 1Y | +32.8% | +5.9% | +26.9% | +29.9% |
| All | +32.8% | +1.6% | +31.2% | +29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling