+124.3%
TDG vs AVTR
-64.6%
+188.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | -1.9% | -1.1% | -0.8% | -1.7% |
| 30D | -7.7% | +6.3% | -14.0% | -8.9% |
| 3M | -9.3% | +53.3% | -62.6% | -17.6% |
| 6M | -9.4% | +78.6% | -88.0% | -20.6% |
| YTD | -14.3% | +29.2% | -43.5% | -19.9% |
| 1Y | -11.8% | +13.8% | -25.7% | -16.5% |
| 3Y | +52.0% | -27.4% | +79.4% | +55.6% |
| All | +124.3% | -64.6% | +188.9% | +178.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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