-27.1%
AVTR vs TSN
+10.3%
-37.4%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.2% |
| 7D | +1.6% | -7.3% | +8.9% | +3.2% |
| 30D | +8.4% | -8.6% | +17.0% | +10.5% |
| 3M | +50.2% | -7.5% | +57.7% | +52.3% |
| 6M | +82.6% | -14.1% | +96.7% | +86.8% |
| YTD | +29.8% | -9.4% | +39.3% | +30.2% |
| 1Y | +16.0% | -4.1% | +20.1% | +13.4% |
| All | -27.1% | +10.3% | -37.4% | -30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling