+0.2%
AVTR vs TXG
+21.5%
-21.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.7% | -2.8% | +0.7% |
| 7D | +7.4% | +9.4% | -2.0% | +5.0% |
| 30D | +12.2% | +26.1% | -13.9% | +5.4% |
| 3M | +57.4% | +124.8% | -67.4% | +26.7% |
| 6M | +86.7% | +215.2% | -128.6% | +36.8% |
| YTD | +33.1% | +302.2% | -269.1% | -8.8% |
| 1Y | +16.1% | +370.9% | -354.8% | -24.4% |
| 3Y | -24.6% | +38.5% | -63.1% | -40.2% |
| 5Y | -63.5% | -64.4% | +0.9% | -63.7% |
| All | +0.2% | +21.5% | -21.3% | -32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling