-64.4%
AVTR vs TMF
-87.5%
+23.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | +2.7% | -1.4% | +4.1% | +2.8% |
| 30D | +12.1% | -2.8% | +14.9% | +12.3% |
| 3M | +57.2% | -10.9% | +68.2% | +58.4% |
| 6M | +73.1% | -21.3% | +94.4% | +75.7% |
| YTD | +30.6% | -15.9% | +46.5% | +32.1% |
| 1Y | +13.5% | -15.7% | +29.2% | +14.8% |
| 3Y | -31.0% | -43.4% | +12.3% | -29.7% |
| All | -64.4% | -87.5% | +23.2% | -63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling