-16.5%
AVTR vs TSN
+41.9%
-58.4%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +0.5% | -1.4% | +1.9% | +0.8% |
| 30D | -1.0% | +8.5% | -9.5% | -2.8% |
| 3M | +12.2% | +5.3% | +6.9% | +10.6% |
| 6M | +97.5% | -10.5% | +108.0% | +102.9% |
| YTD | +35.6% | +3.0% | +32.6% | +31.9% |
| 1Y | +32.8% | +12.1% | +20.7% | +24.7% |
| 3Y | -16.5% | +43.1% | -59.6% | -23.9% |
| All | -16.5% | +41.9% | -58.4% | -23.9% |
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