-15.3%
AVTR vs TLN
+538.9%
-554.3%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.1% | -4.9% | +1.7% |
| 7D | -3.6% | -1.3% | -2.3% | -3.6% |
| 30D | +0.8% | -10.5% | +11.3% | +1.3% |
| 3M | +17.4% | +0.1% | +17.3% | +17.1% |
| 6M | +83.5% | -17.4% | +100.9% | +84.9% |
| YTD | +35.0% | -9.7% | +44.6% | +34.6% |
| 1Y | +36.7% | -12.3% | +48.9% | +36.4% |
| 3Y | -15.3% | +528.3% | -543.6% | -26.3% |
| All | -15.3% | +538.9% | -554.3% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling