+7.4%
AVTR vs TXT
+73.7%
-66.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.7% |
| 7D | -0.1% | -1.1% | +0.9% | +0.2% |
| 30D | -0.6% | +17.1% | -17.7% | -6.6% |
| 3M | +13.4% | -2.6% | +16.0% | +13.9% |
| 6M | +87.4% | -4.6% | +91.9% | +88.3% |
| YTD | +35.9% | -0.3% | +36.2% | +33.7% |
| 1Y | +35.4% | +5.9% | +29.5% | +30.1% |
| 3Y | -16.1% | +14.4% | -30.5% | -22.1% |
| 5Y | -59.4% | +15.9% | -75.2% | -63.0% |
| All | +7.4% | +73.7% | -66.4% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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