-23.8%
AVTR vs TLN
+602.5%
-626.3%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +1.7% |
| 7D | +7.4% | +10.9% | -3.5% | +6.7% |
| 30D | +12.2% | -6.3% | +18.5% | +12.6% |
| 3M | +57.4% | -10.7% | +68.1% | +58.2% |
| 6M | +86.7% | +1.6% | +85.0% | +85.8% |
| YTD | +33.1% | -13.1% | +46.2% | +33.3% |
| 1Y | +16.1% | -15.1% | +31.2% | +16.4% |
| 3Y | -24.6% | +495.0% | -519.6% | -28.7% |
| All | -23.8% | +602.5% | -626.3% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling