+35.1%
AVTR vs TXG
+406.9%
-371.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.4% | -3.0% | -0.4% |
| 7D | -6.2% | -19.3% | +13.0% | -1.6% |
| 30D | -1.0% | -30.9% | +29.9% | +7.3% |
| 3M | +14.4% | +41.1% | -26.7% | +1.5% |
| 6M | +95.9% | +211.9% | -116.0% | +39.7% |
| YTD | +36.6% | +314.0% | -277.4% | -7.9% |
| 1Y | +35.1% | +405.4% | -370.2% | -11.6% |
| All | +35.1% | +406.9% | -371.8% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling