-25.2%
AVTR vs TLN
+583.6%
-608.8%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.8% | -5.2% | -1.7% |
| 7D | +2.7% | +7.1% | -4.4% | +2.2% |
| 30D | +12.1% | -3.9% | +15.9% | +12.3% |
| 3M | +57.2% | -16.2% | +73.4% | +58.8% |
| 6M | +73.1% | -5.8% | +78.9% | +73.1% |
| YTD | +30.6% | -15.4% | +46.1% | +31.1% |
| 1Y | +13.5% | -16.7% | +30.2% | +13.9% |
| 3Y | -31.0% | +473.8% | -504.8% | -34.7% |
| All | -25.2% | +583.6% | -608.8% | -29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling