-27.4%
AVTR vs TSLQ
-95.6%
+68.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.5% |
| 7D | -1.1% | -6.6% | +5.5% | -1.4% |
| 30D | +6.3% | -24.3% | +30.6% | +5.0% |
| 3M | +53.3% | -3.6% | +56.9% | +54.5% |
| 6M | +78.6% | -12.0% | +90.6% | +80.3% |
| YTD | +29.2% | +1.4% | +27.9% | +31.9% |
| 1Y | +13.8% | -43.6% | +57.4% | +13.3% |
| 3Y | -27.4% | -95.4% | +68.0% | -28.0% |
| All | -27.4% | -95.6% | +68.1% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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