+6.7%
AVTR vs TMF
-83.1%
+89.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.3% | +2.2% |
| 7D | -3.6% | +1.2% | -4.8% | -3.6% |
| 30D | +0.8% | +19.7% | -19.0% | +0.5% |
| 3M | +17.4% | -2.1% | +19.5% | +17.4% |
| 6M | +83.5% | -13.4% | +97.0% | +83.9% |
| YTD | +35.0% | -16.7% | +51.7% | +35.3% |
| 1Y | +36.7% | -23.3% | +60.0% | +37.1% |
| 3Y | -15.3% | -24.8% | +9.5% | -14.8% |
| 5Y | -59.5% | -88.0% | +28.6% | -62.6% |
| All | +6.7% | -83.1% | +89.8% | +2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling