+3.2%
AVTR vs TSN
-22.1%
+25.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.2% |
| 7D | +2.7% | -6.3% | +9.0% | +4.9% |
| 30D | +12.1% | -10.8% | +22.9% | +16.5% |
| 3M | +57.2% | -8.8% | +66.0% | +61.4% |
| 6M | +73.1% | -16.8% | +89.9% | +82.5% |
| YTD | +30.6% | -10.0% | +40.6% | +33.2% |
| 1Y | +13.5% | -5.3% | +18.7% | +13.3% |
| 3Y | -31.0% | +8.5% | -39.5% | -35.9% |
| 5Y | -63.2% | -22.9% | -40.3% | -61.7% |
| All | +3.2% | -22.1% | +25.3% | -8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling