-2.7%
AVTR vs TXG
+27.0%
-29.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.8% | -1.3% |
| 7D | -1.1% | +9.5% | -10.6% | -3.4% |
| 30D | +6.3% | +18.8% | -12.5% | +1.6% |
| 3M | +53.3% | +136.1% | -82.8% | +21.8% |
| 6M | +78.6% | +235.2% | -156.6% | +28.8% |
| YTD | +29.2% | +320.5% | -291.3% | -12.5% |
| 1Y | +13.8% | +425.2% | -411.4% | -27.9% |
| 3Y | -27.4% | +42.9% | -70.3% | -42.9% |
| 5Y | -65.0% | -62.8% | -2.2% | -65.6% |
| All | -2.7% | +27.0% | -29.7% | -35.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling