-28.9%
AVTR vs TMF
-42.2%
+13.3%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | +2.7% | -1.4% | +4.1% | +2.9% |
| 30D | +12.1% | -2.8% | +14.9% | +12.4% |
| 3M | +57.2% | -10.9% | +68.2% | +59.3% |
| 6M | +73.1% | -21.3% | +94.4% | +77.7% |
| YTD | +30.6% | -15.9% | +46.5% | +33.1% |
| 1Y | +13.5% | -15.7% | +29.2% | +15.9% |
| All | -28.9% | -42.2% | +13.3% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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