-64.8%
AVTR vs TXG
-64.0%
-0.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.3% |
| 7D | -2.0% | +5.0% | -7.0% | -3.3% |
| 30D | +8.1% | +13.5% | -5.4% | +4.4% |
| 3M | +54.2% | +128.0% | -73.8% | +23.6% |
| 6M | +82.6% | +224.4% | -141.9% | +32.8% |
| YTD | +29.8% | +307.0% | -277.1% | -11.2% |
| 1Y | +18.0% | +427.2% | -409.2% | -25.2% |
| 3Y | -26.4% | +40.2% | -66.6% | -42.8% |
| 5Y | -64.8% | -64.0% | -0.8% | -68.8% |
| All | -64.8% | -64.0% | -0.8% | -68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling