+2.6%
AVTR vs TSN
-20.5%
+23.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.5% |
| 7D | -2.0% | +1.4% | -3.4% | -2.5% |
| 30D | +8.1% | -6.2% | +14.2% | +10.3% |
| 3M | +54.2% | -5.7% | +59.9% | +56.6% |
| 6M | +82.6% | -11.4% | +93.9% | +87.7% |
| YTD | +29.8% | -8.2% | +38.0% | +31.4% |
| 1Y | +18.0% | -2.0% | +20.0% | +16.3% |
| 3Y | -26.4% | +11.9% | -38.3% | -32.4% |
| 5Y | -64.8% | -17.8% | -47.1% | -64.4% |
| All | +2.6% | -20.5% | +23.1% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling