-59.6%
AVTR vs TMF
-88.6%
+29.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | +0.5% | -9.3% | +9.7% | +1.2% |
| 30D | -1.0% | +1.9% | -3.0% | -1.2% |
| 3M | +12.2% | -11.2% | +23.4% | +13.1% |
| 6M | +97.5% | -17.7% | +115.2% | +100.2% |
| YTD | +35.6% | -24.5% | +60.1% | +38.2% |
| 1Y | +32.8% | -29.4% | +62.3% | +36.0% |
| 3Y | -16.5% | -33.4% | +16.9% | -14.8% |
| All | -59.6% | -88.6% | +29.0% | -58.9% |
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