-27.1%
AVTR vs TXG
+41.0%
-68.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -5.0% | -3.2% |
| 7D | +1.6% | +9.1% | -7.6% | -1.0% |
| 30D | +8.4% | +14.9% | -6.5% | +4.0% |
| 3M | +50.2% | +120.0% | -69.8% | +18.3% |
| 6M | +82.6% | +221.8% | -139.2% | +27.9% |
| YTD | +29.8% | +312.6% | -282.7% | -15.8% |
| 1Y | +16.0% | +398.4% | -382.5% | -29.8% |
| All | -27.1% | +41.0% | -68.1% | -46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling